Fine particle pollution resulting from the rapid urbanization and industrialization is one of the most serious sources of air pollution. In response to the recognized threats of fine particles to the environment and human bodies, the pursuit of novel, high-performance, energy saving, and environmentally friendly filter medium has gained great interest in recent years. Electrospun nanofibrous membranes, as one of the utmost promising and versatile filter media for fine particle filtration, possess several fascinating features such as remarkable specific surface area, high open porosity, and interconnected porous structure. More significantly, electrospun nanofiber-based filter media are expected to have extremely high filtration efficiency for fine particle and relatively low pressure drop due to the unique structure of electrospun nanofibers. In this chapter, we summarize the recent progress in the development of electrospun nanofibrous membranes (e.g., organic, hybrid, inorganic) for fine particle filtration, describe the types of nanofibrous materials that have been developed, and discuss their structure variables and particle filtration performance in detail. This chapter may trigger the development of advanced nanofibrous filter media for fine particle emissions from anthropogenic polluted atmosphere.