In this study, ethanol (ETH) was incorporated with glutaraldehyde (GTA) as crosslinking protecting reagent to crosslink as-spun gelatin/pullulan composite nanofibrous membranes at room temperature. The effects of the volume ratios between ETH and GTA on the fibers’ morphology were investigated by scanning electron microscope (SEM). SEM showed the fibrous morphology could be well kept when crosslinked in the ETH/GTA vapor, which illustrates that the ETH played a key role in avoiding the adhesion between fibers. Meanwhile, the thermal properties and mechanical properties of crosslinked membranes were improved significantly after crosslinking. Moreover, the crystallinity of crosslinked membrane improved to 54% compared with 35% of electrospun membrane and the water contact angle of the crosslinked membrane rose to 52.4°, which illustrated both the stability in water and hydrophilicity. Therefore, the crosslinked membranes had good stability and hydrophilicity and thus would be a good candidate as a tissue engineering scaffold.