Multi-nozzle air jet electrospinning was used to produce continuous viscose filament/polyvinylidenefluoride (PVDF) nanofiber hybrid yarns. The production of PVDF nanofibers using this method was based on the principle that the rupture of bubbles results in multiple jet flows. Nanofibers ejected from multiple nozzles were gathered and bundled by conjugate electrospinning and were then twisted on the surface of a filament yarn through the rotation of a metal funnel. The structures and properties of the hybrid yarn were characterized, and spinning mechanism of this novel method was analyzed. The experimental results obtained in this study showed that PVDF nanofibers were perfectly coated on the filament yarn surface with a good orientation and displayed uniform twist distribution with a twist angle of 24.3°, as well as PVDF nanofibers integrated with the core yarn well. After coating with twisted PVDF nanofibers, the mechanical properties of the yarn improved significantly. The stress and strain of the yarn at break increased from 19.39 MPa and 15.83% to 30.82 MPa and 19.81%, respectively. In addition, the hybrid yarn contact angle reached 150° after coating with the twisted PVDF nanofibers, indicating a transformation of the yarn from hydrophilic to hydrophobic. The nanofiber-coated hybrid yarn produced herein can possibly be used as a self-cleaning fabric.