Polyimide (PI) nanofiber membranes were successfully prepared from a PI/N-methyl-2-pyrrolidone (NMP) solution via electrospinning. This technique simply and facilely produced efficient high-performance PI fibers. The morphology, surface wettability, thermal stability, mechanical properties, and filtration performance of the as-prepared PI nanofiber membranes were characterized in detail. The membranes exhibited smooth and hydrophobic surfaces. The nanofibers were well distributed in the membranes with fiber diameters in the range of 140–400 nm. All the PI nanofiber membranes showed excellent thermostability, and their initial decomposition temperature ( Td) and heat resistance temperature ( THRI) exceeded 544.4°C and 198.8°C, respectively. The PI nanofiber membranes also possessed reasonable mechanical properties with a tensile strength and a Young’s modulus reaching 10.5 and 927.6 MPa, respectively. Regarding the filtration performance, the developed nanofiber membranes achieved the best filtration efficiency of 90.4%. Such electrospun PI nanofiber membranes can be a promising candidate for hot gas filtration.