The thermal and hydrolytic degradation of electrospun gelatin membranes cross-linked with glutaraldehyde in vapor phase has been studied. In vitro degradation of gelatin membranes was evaluated in phosphate buffer saline solution at 37 °C. After 15 days under these conditions, a weight loss of 68% was observed, attributed to solvation and depolymerization of the main polymeric chains. Thermal degradation kinetics of the gelatin raw material and as-spun electrospun membranes showed that the electrospinning processing conditions do not influence polymer degradation. However, for cross-linked samples a decrease in the activation energy was observed, associated with the effect of glutaraldehyde cross-linking reaction in the inter- and intra-molecular hydrogen bonds of the protein. It is also shown that the electrospinning process does not affect the formation of the helical structure of gelatin chains.