Drug delivery technology can prevent wound infection and inflammatory reactions and accelerate wound healing and quality. In this paper, we propose preparing a multifunctional medical dressing to meet the various needs of people for dressing. A multi-layered composite nanofiber membrane was constructed using silk fibroin as the substrate, and mesoporous silica nanoparticles (MSN) with high adsorption properties were first prepared and then electrosprayed on silk fibroin (SF)/chitosan (CS) microspheres to form MSN-SF/CS microspheres with uniform distribution. Then the MSN-SF/CS microspheres were sprayed on the silk fibroin (SF)/polycaprolactone (PCL)-polyvinyl alcohol (PVA) unidirectional water-conducting composite nanofiber membrane. The test results showed that the encapsulation rate of bovine serum albumin (BSA) by MSN-SF/CS drug-loaded microspheres was 65.53% and the cumulative release rate in vitro was 54.46%. The results of in vitro experiments also showed its good antibacterial effect and good biocompatibility. To eliminate excess wound exudate and reduce inflammation, the cumulative unidirectional transport capacity (AOTC) of 651.75% was achieved by spraying the microspheres on an SF/PCL- PVA unidirectional water conductive composite membrane. This study could stimulate and promote the use of additional wound healing biomaterials in clinical medicine.