Electrospun membranes have potential applications in the field of waterproof and breathable textile products. However, challenges still exist to improve the breathability, and waterproof and mechanical properties of these microporous membranes. In this paper, a novel hydrophobic microporous nanofiber membrane was prepared via side-by-side electrospinning of fluorosilane-modified silica nanoparticles (F–SiO2) blended with synthesized polyurethane (PU) solution and composited with the polyacrylonitrile (PAN) solution. To prepare F–SiO2, SiO2 nanoparticles were hydrophobically modified by fluorosilane. Composite nanofiber membranes with different blending ratios of PU(F–SiO2)/PAN were fabricated via side-by-side electrospinning by controlling the extruding speed of two spinnerets. Experimental results indicated that regarding F–SiO2 as hydrophobic inorganic particle can improve the hydrophobic properties of PU nanofiber membrane. The prepared PAN/(F–SiO2/PU) nanofiber microporous membranes exhibit relatively excellent waterproof and mechanical properties as that robust tensile strength (19.5 MPa), preferable water vapor permeability [10.3 kg/(m2 d)], favorable water contact angle (137.2°), and superior mechanical properties. It was believed that the reinforced PAN/(F–SiO2/PU) nanofibrous composite membranes have potential applications in chemical protective clothing, army combat uniforms, self-cleaning materials, and other medical products.