Due to the prevalence of the COVID-19 pandemic, the demand for disposable facemasks has become a global issue. Unfortunately, the use of these products has negative effects on the environment, and therefore, the use of biodegradable materials is a powerful strategy to overcome this challenge. Aligned with this concept, in this work, biodegradable facemasks were developed using poly(ε-caprolactone) (PCL) polymer and cotton natural fibers. The filter layer was produced using an electrospinning technique, since electrospun membranes present remarkable characteristics for air filtration. The electrospun membranes were functionalized with different nanoparticles (NPs), including silver (Ag), titanium dioxide (TiO2) and magnesium oxide (MgO), in order to include new properties, namely antibacterial effect. The developed membranes were characterized by FESEM, EDS, ATR-FTIR, GSDR and TGA, which confirmed the successful impregnation of NPs onto PCL membranes. The antibacterial effect and filtration efficiency were assessed, with the PCL/MgO NPs membrane presenting better results, showing inhibition zone diameters of 25.3 and 13.5 mm against Gram-positive and Gram-negative bacteria, respectively, and filtration efficiency of 99.4%. Three facemask prototypes were developed, and their filtration efficiency, air permeability and thermal comfort were evaluated. Overall, this study demonstrates the potential of PCL/NPs electrospun membranes to act as an active and biodegradable filter layer in facemasks.