Polyvinylidene fluoride (PVDF) fibrous membranes for use as lithium-ion battery separators were prepared by electrospinning technique. Heat treatment was introduced to improve the tensile strength and elongation-at-break as well as the tensile modulus of PVDF fibrous membranes, with the best mechanical properties achieved after treatment at 160 °C for 2 h. After heat treatment at 160 °C for 2 h, the ionic conductivity of the liquid electrolyte-soaked PVDF fibrous membranes was 1.35 × 10−3 S cm−1 at room temperature. Moreover, compared with commercial Celgard 2400 separator, heat-treated PVDF fibrous membranes exhibited higher electrochemical stability window and lower interfacial resistance with lithium electrode. In addition, at a 0.2C rate, Li/LiFePO4 cells using heat-treated PVDF fibrous membrane separator showed high charge/discharge capacities and stable cycle performance.