The exposure of workers to propylene glycol monomethyl ether acetate (PGMEA) in manufacturing environments can result in potential health risks. Therefore, systems for PGMEA removal are required for indoor air quality control. In this study, core-shell zeolite socony mobil-5 (ZSM-5)/polyvinylpyrrolidone-polyvinylidene fluoride nanofibers were directly electrospun and partially wet-etched on a mesh substrate to develop a cover-free compact PGMEA air filter. The electrospinning behaviors of the core-shell nanofibers were investigated to optimize the electrospinning time and humidity and to enable the manufacture of thin and light air-filter layers. The partial wet etching of the nanofibers was undertaken using different etching solvents and times to ensure the exposure of the active sites of ZSM-5. The performances of the ZSM-5/PVDF nanofiber air filters were assessed by measuring five consecutive PGMEA adsorption-desorption cycles at different desorption temperatures. The synthesized material remained stable upon repeated adsorption-desorption cycles and could be regenerated at a low desorption temperature (80 °C), demonstrating a consistent adsorption performance upon prolonged adsorption-desorption cycling and low energy consumption during regeneration. The results of this study provide new insights into the design of industrial air filters using functional ceramic/polymer nanofibers and the application of these filters.