High-performance thermally insulating aerogel with low density, high porosity, and low thermal conductivity characteristics was widely used in heat insulation. However, the large-scale application of aerogel was still limited by its brittleness and infrared radiation transparency at high-temperature. Fiber composite aerogel had achieved significant progress, but its anti-oxidation ability was poor, and its thermal insulation required further improvement at ultra-high temperatures. Herein, inspired by the structure of elytra, nanoparticle fiber (NF) was prepared by electrospinning of coaxial fiber loaded with opacifier and antioxidant nanoparticles. The NF was incorporated into the SiBCN aerogel to prepare NF/SiBCN ceramic fiber aerogel. The mechanical properties were improved by fiber networks. The shell structure increased the antioxidant properties. Heat conduction and heat convection were suppressed by the aerogel, while heat radiation was reduced by the coaxial fiber. The results showed that the ceramic fiber aerogel exhibited superior mechanical, antioxidant, and ultra-low thermal conductivity properties.