With the escalating issue of air pollution, the development of air filtration materials that can efficiently remove particulate pollutants, particularly nanosized particles, from air has attracted more and more research attention in recent years. Electrospun nanofiber membranes with a nanoscale pore structure have been widely used as air filtration materials. Along these lines, in this work, polyvinylidene fluoride-co-hexafluoropropyle (PVDF-HFP) nanofiber membranes with a multihierarchical gradient structure were fabricated by varying the sodium dodecyl sulfate (SDS) concentration. The proposed multihierarchical gradient structure was composed of upper, middle, and lower nanofiber layers, which could effectively filter PM0.3. The decreased nanofiber diameter by increasing the SDS concentration was attributed to the low surface tension and high charge balance. Compared with the single-and double-hierarchical PVDF-HFP nanofiber membranes, the triple-hierarchical PVDF-HFP nanofiber membranes demonstrated excellent air filtration performance. Among them, F014 yielded optimal air filtration performance, exhibiting a high filtration efficiency of 99.50%, a low pressure drop of 71.4 Pa, and a quality factor of 0.0878 Pa −1 . Furthermore, the filtration efficiency was maintained above 99% and the pressure drop just increased by 27.4% over a 40 min air filtration test, which indicated that F014 showcased exceptional durability, owing to the multihierarchical gradient structure. Our work paves the way for the fabrication of electrospun nanofiber membranes with a multihierarchical gradient structure using a straightforward method, highlighting their potential as an alternative to traditional air filter materials for various practical applications.