The polymer/solvent/nonsolvent ternary solutions have been previously used for fabricating electrospun macroporous fibers, in which the nonsolvent was expected to induce a liquid–liquid phase separation that leads to formation of pores after drying. In this study, we demonstrate that the poly(styrene‐co‐acrylonitrile) (SAN)/chlorobenzene (CB)/dimethyl sulfoxide (DMSO) system can be successfully electrospun into highly uniform macroporous fibers with pore size >50 nm at CB/DMSO volume ratio ~7/3 though both CB and DMSO are good solvents to SAN. The results imply that a premixed nonsolvent is not necessary for the formation of macropores. We find that it is the water droplets condensed from the atmosphere that work as the nucleation sites to trigger the phase separation while water‐miscible DMSO plays a supporting role to expand the solvent‐rich phase and the resultant pore size. Instead of solvent quality, the distinct volatilities and water miscibilities of the solvents are the keys. The macropores throughout the fibers provide high surface areas and large openings on surface such that the fibers show a significant improvement in oil adsorption capacity in comparison to the smooth and mesoporous ones.