Among different kinds of modified release profiles, sustained drug release (SDR) has received the most attention due to its capability to provide a “safe, efficacious, and convenient” drug delivery effect. Electrospun nanofibers have shown their popularity in this interdisciplinary field, as demonstrated by the first reports about SDRs on drug delivery applications of blended nanofibers and core–shell nanofibers. Along with the evolution of electrospinning from a single‐fluid blending process to coaxial, tri‐axial, side‐by‐side, and other multi‐fluid processes, more multi‐chamber nanostructures can be created through a single‐step straight forward manner. These multi‐chamber nanostructures can act as a powerful platform to support a wide variety of new strategies for the development of novel SDR nanomaterials. Thus, this review describes a combination history of electrospinning and SDR and its further development trend. After a summary of the presently popular multi‐chamber core–shell nanostructures, 15 strategies for furnishing SDR profiles are categorized and exemplified. The perspectives of electrospun multi‐chamber nanostructures for further promoting SDR are narrated. This article is categorized under: Therapeutic Approaches and Drug Discovery > Emerging Technologies Electrospun complex nanostructures and their applications for sustained drug release