To increase the efficiency of a closed-loop hybrid system consisting of membrane distillation (MD) and pressure retarded osmosis (PRO) processes, thermally rearranged nanofibrous membranes (TR-NFMs) via electrospinning were proposed in this study. Two fluorine-based modifications were performed on TR-NFMs to optimize their affinity with water. Hydrophobicity of TR-NFM was enhanced by atmospheric plasma coating (TR-NFM-Rx) to increase liquid entry pressure of water (LEPw) for MD applications. On the other hand, for PRO applications, gas-phase direct fluorination was applied on TR-NFM (TR-NFM-Fx) to improve its hydrophilicity by replacing the C–H bond of a TR polymer with a C–F bond. Before measuring the performance of the hybrid system, the MD performance was calculated from the mass transfer model based on the temperature and concentration of the solution to confirm the operating conditions of the MD-PRO hybrid system. The resulting TR-NFM-R40 showed an excellent water flux of 51.5 L/m2 hr at 70 °C despite a 3 M NaClaq operating solution that is unfavorable for MD performance. In the PRO process, thin film composite membrane (TR-TFC-F5) also exhibited outstanding power density of 120 W/m2 at 27 bar using 3 M NaClaq and D.I. water as operating and feed solutions, respectively. During 180 h continuous operation of MD-PRO hybrid system, the resulting average power density was about 90 W/m2 and average MD water flux was about 45–50 L/m2 hr at 70 °C using 3 M NaClaq operating solution. In conclusion, the developed TR membranes for MD-PRO hybrid system provides an insight into the future of energy harvesting technology.