This study presents a novel protective membrane, (0.8MnCuSnOx‐NaCl)@M, designed for high‐efficiency filtration of dust particles and carbon monoxide (CO) gas offers superior moisture resistance, air permeability, and catalytic functionality in high‐humidity underground settings. The membrane, incorporating tin oxide‐doped CuMnOx into polyvinylidene fluoride (PVDF) fibers with sodium chloride (NaCl), achieves 99.99% air filtration efficiency, 323.68 mm s−1 air permeability, and 92.5% CO catalytic filtration efficiency. Concurrently, the membrane exhibited exceptional hydrophobicity, characterized by a substantial water contact angle of 116.7°, negligible water staining, and a high hydrostatic pressure rating of 2035 Pa, suitable for humid environments. Furthermore, the water absorption profile of the membrane featured a diminished hydroxyl vibrational band, accompanied by a sustained CO conversion efficiency, attesting to its resistance to moisture‐induced deterioration. Computational fluid dynamics (CFD) simulations further clarify the membrane's filtration mechanism, indicating its potential for selective CO and particle filtration. This study provides a reliable idea for the development of moisture‐resistant fiber membranes with high efficiency for filtration of dust and CO. and underscores the synergy of experimental and theoretical approaches.