Dialysis needs innovative dialysis membranes. This method is the primary treatment for patients with kidney failure. Moreover, a wearable artificial kidney (WAK) has been proposed as one of the easy and effective approaches of daily dialysis for patients with the end-stage renal disease (ESRD). Therefore, this study developed a core–shell electrospinning composite nanofiber to remove creatinine for blood purification. Hence, functional core–shell structured composite nanofibers were prepared by electrospinning two polymers and two types of zeolite in a coaxial system. In addition, the blood compatible core–shell structured nanofibers consisted of varying concentrations of polyvinylpyrrolidone and zeolite (PVP and zeolite, shell) and polyethersulfone (PES, core). It has been found that PES/PVP-zeolite core–shell nanofiber could selectively adsorb creatinine. Moreover, scanning electron microscopy (SEM), Energy dispersive spectroscopy (EDS), Fourier transform infrared spectroscopy (FTIR), thermogravimetric analysis (TGA), and X-ray diffraction (XRD) have been used to fully investigate the structure and properties of the obtained core–shell nanofibers. Furthermore, the study considered four important blood compatible factors, including Zeta potential, BSA adsorption, platelet adherent, and cytotoxicity for PES/PVP-zeolite core–shell nanofibers. The EDS results indicated that over 90% of zeolites in the solution has successfully incorporated into the PVP nanofibers. Consequently, performance of the core–shell nanofiber in the retention of bovine serum albumin (BSA) revealed the effectiveness of the negative charge. Finally, the effect of the core–shell nanofiber on the removal of creatinine from solution was evaluated, and it has been found that removal of creatinine significantly increased with the Beta zeolite (4831.19 µg/g). The MTT assay also revealed that core–shell nanofiber with the best performance was biocompatible to L929 fibroblast cells. As a result, no platelet adhesion has been seen on the PES/PVP-Beta zeolite core–shell nanofiber.