Calcium zirconate (CaZrO3)‐based fibrous membrane is a promising candidate in high‐temperature areas for its high melting point, good phase stability up to 1900°C, low thermal conductivity, and low cost. To further enhance the high temperature flexibility of CaZrO3‐based fibrous membrane without sacrificing stability, modification methods should be conducted. In the present work, a CaZrO3‐BaZrO3 dual‐phasic structure was proposed to modify the high‐temperature properties from the standpoint of phase competition. CaZrO3‐BaZrO3 fibrous membranes were prepared with the combination of the electrospinning method and pyrolysis process. The decomposition process, phase transformation, crystallize size, and microstructure evolution of CaZrO3‐BaZrO3 precursor fibrous membrane were characterized. The grain size, particle size, NIR reflectivity, high‐temperature stability, fire retardancy, and high‐temperature flexibility were also characterized and compared with other CaZrO3‐based fibrous membranes. The higher thermal stability and flexibility of the CaZrO3‐BaZrO3 fibrous membrane at 1200°C would make it a good candidate for high‐temperature insulating, high‐temperature supporting, and high‐temperature filtration.