Polyacrylonitrile (PAN) nanofibrous membrane was prepared by an electrospinning technique. After heat treatment and alkaline hydrolysis, the weak ion exchange membrane was grafted with chitosan molecule and then covalently immobilized with a Cibacron Blue F3GA (CB). Fibre diameter, porosity and pore size of the membrane and immobilized dye density were characterized. Furthermore, the membrane was applied to evaluate the binding performance of lysozyme under various operating parameters (pH, chitosan mass per volume ratio, dye concentration, ionic strength and temperature) in batch mode. The experimental results were directly applied to purify lysozyme from chicken egg white by membrane chromatography. The results showed that the capture efficiency, recovery yield and purification factor were 90 and 87%, and 47-fold, respectively, in a single step. The binding capacity remained consistent after five repeated cycles of adsorption-desorption operations. This work demonstrates that the dye-affinity nanofibrous membrane holds great potential for purification of lysozyme from real feedstock.