Carbon-based materials with single-atom (SA) transition metals coordinated with nitrogen (M-Nx) have attracted extensive attention due to their superior electrochemical CO2 reduction reaction (CO2RR) performance. However, the uncontrolled recombination of metal atoms during the typical high-temperature synthesis process in M-Nx causes deterioration of CO2RR activity. Herein, by using electrospinning, we propose a novel strategy for constructing a highly active and selective SA Fe-modified N-doped porous carbon fiber membrane catalyst (Fe-N-CF). This carbon membrane has an interconnected three-dimensional structure and a hierarchical porous structure, which can not only confine Fe to be single atom as active centers, but also provide a diffusion channel for CO2 molecules. Relying on its special structure and stable mechanical properties, Fe-N-CF is directly used for CO2RR, which presents an excellent selectivity (CO Faradaic efficiency of 97 %) and stability. DFT calculations reveals that the synthesized Fe-N4-C can significantly reduce the energy barrier for intermediate COOH* formation and CO desorption. This work highlights the specific advantages of using electrospinning method to prepare the optimal SA catalysts.