In this work, ZrB2–ZrC–SiC composite nanofibers were prepared by electrospinning combined with the carbothermal reduction method. The morphology, phase composition, and oxidation resistance of the composite nanofibers were investigated. The results showed that ZrB2–ZrC–SiC composite nanofibers with good crystallinity were obtained after calcination at 1550 °C. The obtained fibers distributed uniformly, and the average diameter was about 375 nm. ZrB2–ZrC–SiC nanofibers were oxidized at 587 °C, which was higher than that of the ZrB2–ZrC nanofibers. It revealed that the addition of SiC could improve the oxidation resistance of ZrB2–ZrC composite nanofibers.