To access the theoretically high energy density of sulfide‐based all‐solid‐state lithium batteries (ASSLBs), a thin and robust sulfide electrolyte membrane is essential. Given the pivotal role of binder in preserving the structural integrity and interfacial stability of sulfide electrolytes upon cycling, it is desired to integrate binding capability, toughness, and stiffness into one binder, yet remains difficult. Herein, this challenge is addressed using a nanofiber‐reinforced strategy in the solvent‐free dry‐film process. A coaxial polyvinylidene poly(vinylidene fluoride‐co‐hexafluoropropylene) @ thermoplastic polyurethane (PVDF‐HFP@TPU) nanofiber binder is embedding into a Li6PS5Cl (LPSCl) matrix to obtain a sulfide thin‐layer (LPSCl‐P@T). During hot calendering of the sulfide‐binder mixture, the PVDF‐HFP shell layer melts and tightly binds LPSCl particles. The underlying TPU core layer, which maintains the fibrous structure, reinforces the structural stability of the membrane. Particularly, the fiber‐matrix connection is improved with the assistance of the molten PVDF‐HFP, collectively contributing to the effective dissipation of the mechanical stress. Controlled fusion of the core‐shell nanofiber also leads to enhanced interfacial anchoring of the cathode and electrolyte. The assembled cells with LPSCl‐P@T deliver stable cycling performances. The PVDF‐HFP@TPU nanofiber binder overcomes the long‐existing incompatible problems between binder toughness and stiffness, and shows promises in developing high‐performance sulfide‐based ASSLBs.