Particulate matters (PMs) pollution and bacteria severely affect human health. Fibrous filters have shown great potential in intercepting PMs and bacteria. However, developing a novel respirator material endowed with multi-functions, such as efficient filtration, antibacterial activity, directional moisture transport and biodegradability is still challenging. Herein, a multifunctional air filtration membrane with hierarchical structure was fabricated by sequentially electrospinning poly (ε-caprolactone) (PCL) fibrous membrane, PCL/gelatin fibrous membrane and PCL/gelatin/ε-poly (L-lysine) (ε-PL) fibrous membrane. The fabricated trilayered fibrous membrane exhibited high PM filtration efficiency and a low pressure drop. Moreover, the fibrous membrane possessed excellent antibacterial activity due to the incorporation of ε-PL. In addition, the trilayered fibrous membrane provided directional water transport performance by the combination of hydrophobic fibrous layer and hydrophilic fibrous layer, thus improving the comfort of the wearer. Importantly, benefiting from the biodegradability property of PCL, gelatin and ε-PL, the fibrous membrane was biodegradable, which could decrease the burden on the environment. The fabricated trilayered fibrous membrane not only shows promising potential as a highly efficient, antibacterial, moisture-wicking and biodegradable air filtration membrane, but also offers a versatile strategy to design a multifunctional face mask.