In modern society, traffic and transportation and the manufacturing industry and construction industries continuously release large amounts of dust and particles into the atmosphere, which can cause heavy air pollution, leading to health hazards. The haze disaster, a serious problem in developing countries such as China and India, has become one of the main issues of global environmental pollution in recent decades. Many air filtration technologies have been developed. Air filtration using electrospun fibers that intercept fine particles/volatile organic gases/bacterium is a relatively new, but highly promising, technique. Due to their interconnected nanoscale pore structures, highly specific surface areas, fine diameters, and porous structure as well as their ability to incorporate active chemistry on a nanoscale surface, electrospun fibers are becoming a promising versatile platform for air filtration. In this review, following a short introduction concerning the need for air filtration and filtration theory and mechanism, electrospun nanofibers membranes for air filtration have been highlighted, including the preparation (electrospinning process) and the parameters relevant to filtration efficacy. Additionally, various types (function) of the electrospun air filtration membranes have been classified in detail. Furthermore, their potential in the filtration of fine particles and chemical pollutants has been discussed. Finally, the challenges of their practical application and the future prospects have been summarized. Given that some advanced electrospun air filtration nanofibrous membranes exist for treating different contaminants from various types of polluted atmosphere, it is believed that they should make a significant contribution in protection against air pollution. Various types and properties of the electrospun nanofibrous membranes for different contributions to remove airborne contaminants.