In the domain of personal thermal protection, there is a growing demand for lightweight and efficient ceramic thermal insulation materials. However, conventional ceramic membranes face challenges such as brittleness, structural collapse, and pulverization, hindering their practical application. To address this issue, aluminum hydroxide-enhanced silica-zirconia ceramic membranes (SZ@ANFMs) have been successfully fabricated using electrospinning followed by subsequent calcination processes, and their properties have been comprehensively evaluated. The results demonstrate that SZ@ANFMs exhibit outstanding high-temperature resistance under an alcohol lamp, along with an extremely low thermal conductivity (only 0.041 W/m·K), excellent tensile strength (2.3 MPa), and flexible characteristics. This makes them highly promising in the domain of personal thermal protection. The study builds upon existing research in lightweight and efficient thermal insulation materials, offering improvements and robust support for the further development of personal thermal protection technology.