Electrospun fiber-based composite membrane with interconnected porous structure has drawn significant attention for application in lithium-ion battery (LIB) owing to its high ion transportation. Here, we report a facile approach to fabricate the hierarchically micro/nanostructured ultrathin SiO2-PAN skin layer on the PAN-PU fibrous membrane surface via electrospinning and sequential electrospraying techniques. Benefiting from the synergistic effect of the micro/nanostructure and the superior electrolyte affinity of the SiO2-PAN skin layer, the as-prepared SiO2-PAN@PAN-PU membrane demonstrates the decreased pore size (1.18 μm), enhanced ionic conductivity (1.4 mS cm−1) and robust electrochemical stability up to 5.08 V. Moreover, the introduction of skin layer endows the as-prepared SiO2-PAN@PAN-PU membrane with improved stress strength (15.7 MPa) and excellent thermostability of 200 °C. Compared with the PAN-PU and Celgard membranes, the dual-layer micro/nanostructured SiO2-PAN@PAN-PU fibrous membrane based Li/LiFePO4 cell assembled with high mass-loading LiFePO4 demonstrates a more stable cycling lifetime with a high discharge capacity (107.4 mAh g−1 at the 105th cycles) and higher rate capability (75.2 mAh g−1 at 1 C). The strategy using electrospraying technique demonstrated in this work will open the door to narrow fibrous membrane pore size and enhance ionic conductivity for potential application in the high-power LIB.