This work demonstrates a new type of multilayer membranes that exhibit excellent filtration efficiencies for PM2.5, low air resistance and good directional moisture transport properties. Display omitted •Gradient multilayer fibrous membranes are prepared from polymers and ZIF-8.•The membranes have multiscale pore structure and rough fiber surface with high BET.•The features enable efficient capture of fine and ultrafine particles at low ΔP.•The membranes show large hydrophilicity gradient, facilitating fast moisture wicking. Particulate matter (PM)-induced air pollution has become a serious threat to public health in many regions. There is, therefore, a need for development of advanced respirator materials that can efficiently capture PM and also exhibit both low breathing resistance and good moisture wicking properties to ensure physiological comfort of the wearers. Herein, we report a new type of multilayer membranes that exhibit excellent filtration efficiencies for PM of various sizes, low air resistance and good directional moisture transport properties. We incorporated a type of metal-organic framework, ZIF-8, into polyacrylonitrile (PAN) to prepare microfibers with high surface roughness, and alternatingly stacked layers of rough microfibers with layers of PAN nanofibers via electrospinning, resulting in multi-level structured membranes. Moreover, subsequent acid and base treatments could not only tailor the hydrophilicity of fiber surfaces, but also induce multiscale surface roughness, facilitating both moisture wicking and PM adsorption. This allowed us to construct a unique multilayer membrane composed of a super-hydrophilic outer layer made of PAN fibers with multiscale surface roughness, a hydrophilic composite intermediate layer consisting of porous PAN-ZIF-8 microfibers and PAN nanofibers, and a hydrophobic polystyrene fibrous inner layer, which could offer excellent directional moisture transport performance and a high water vapor transmission rate of 10.56 kg m−2 d−1 due to strong capillary force and push-pull effect. More importantly, benefiting from the large specific surface area, rough fiber surface, and hierarchical pore structure, the membrane exhibits high removal efficiencies of 99.973% for 0.3-μm particles and ≧99.99% for particles of other sizes, including the more harmful ultrafine particles, at a low pressure drop of 80.1 Pa. Moreover, the multilayer composite filter still maintains a high removal efficiency of 99.951% after continuous air purification for 48 h in a high PM2.5 concentration (>300 μg m−3) environment. These make such membranes promising high-performance filtration media for respirator applications.