In this study, we first successfully developed functionalized electrospun nanofibers (PCL/SP/ICs) loaded with Riboflavin (RF) for fruit preservation with inclusion complexes (RF/HP-β-CD, IC) formed by encapsulating RF with hydroxypropyl-β-cyclodextrin (HP-β-CD) as a core material and soy peptide-assisted polycaprolactones (PCL/SP) as an overwrap material. Compared to 1 wt% and 5 wt% IC, nanofibers implanted with 3 wt% IC had an acceptable water contact angle (87.40°), good thermal stability, and superior mechanical properties. Also, RF/HP-β-CD integration conferred antimicrobial and antioxidant capabilities to PCL/SP fiber membranes. High-performance liquid chromatography (HPLC) studies revealed that produced films of PCL/SP/ICs could continuously and controllably release RF (within 200 h), hence retarding grape degradation and decreasing mass loss rate and titratable acid content throughout an 8-day storage period. Based on these findings, electrospun nanofiber films may be useful for vitamin loading in active food packaging.