Polymethylphenylsilicone (PMPS), a siloxane polymer with a phenyl group, was first successfully electrospun to fabricate different diameters of silicone fibers ranging from 500 nm to 10 μm by considering solubility parameters of 12 different solvents. The resulting PMPS fibers were mixed with polydimethylsiloxane (PDMS) by retaining their original nanofiber structures to produce a polysiloxane-based nanofibrous composite. As for the mechanical properties, the PMPS/PDMS composite presented higher Young’s modulus and higher fracture strain than pure PDMS. The gas permeability test revealed that the PMPS/PDMS composite exhibited higher CO2 permeability than the pure PDMS membrane. Moreover, CO2 permeability gradually increased by raising the compounding ratio of PMPS-fibers in the PMPS/PDMS composite and by decreasing the diameter of PMPS-fibers. The enhancement mechanism observed in both mechanical properties and CO2 permeability was discussed from the viewpoint of the interface between PMPS and PDMS along with the nanofiber network structures.