One of the most important measures implemented to reduce SARS-CoV-2 transmission has been the use of face masks. Yet, most mask options available in the market display a passive action against the virus, not actively compromising its viability. Here, we propose to overcome this limitation by incorporating antiviral essential oils (EOs) within polycaprolactone (PCL) electrospun fibrous mats to be used as intermediate layers in individual protection masks. Twenty EOs selected based on their antimicrobial nature were examined for the first time against the Escherichia coli MS2 virus (potential surrogate of SARS-CoV-2). The most effective were the lemongrass (LGO), Niaouli (NO) and eucalyptus (ELO) with a virucidal concentration (VC) of 356.0, 365.2 and 586.0 mg/mL, respectively. PCL was processed via electrospinning, generating uniform, beadless fibrous mats. EOs loading was accomplished via two ways: (1) physisorption on pre-existing mats (PCLaEOs), and (2) EOs blending with the polymer solution prior to fiber electrospinning (PCLbEOs). In both cases, 10% v/v VC was used as loading concentration, so the mats’ stickiness and overwhelming smell could be prevented. The EOs presence and release from the mats were confirmed by UV-visible spectroscopy (≈5257–631 µg) and gas chromatography-mass spectrometry evaluations (average of ≈14.3% EOs release over 4 h), respectively. PCLbEOs mats were considered the more mechanically and thermally resilient, with LGO promoting the strongest bonds with PCL (PCLbLGO). On the other hand, PCLaNO and PCLaELO were deemed the least cohesive combinations. Mats modified with the EOs were all identified as superhydrophobic, capable of preventing droplet penetration. Air and water-vapor permeabilities were affected by the mats’ porosity (PCL < PCLaEOs < PCLbEOs), exhibiting a similar tendency of increasing with the increase of porosity. Antimicrobial testing revealed the mats’ ability to retain the virus (preventing infiltration) and to inhibit its action (log reduction averaging 1). The most effective combination against the MS2 viral particles was the PCLbLGO. These mats’ scent was also regarded as the most pleasant during sensory evaluation. Overall, data demonstrated the potential of these EOs-loaded PCL fibrous mats to work as COVID-19 active barriers for individual protection masks.