A superfine Li0.33La0.557TiO3 (LLTO, 69.4 nm) was successfully synthesized by a facile solvent-thermal method to enhance the electrochemical properties of the lithium-ion battery separator. Co-axial nanofiber of cellulose and Poly(vinylidene fluoride-co-hexafluoropropylene) (PVDF-HFP) was prepared by a co-axial electrospinning technique, in which the shell material was PVDF-HFP and the core was cellulose. LLTO superfine nanoparticles were incorporated into the shell of the PVDF-HFP. The core–shell composite nanofibrous membrane showed good wettability (16.5°, contact angle), high porosity (69.77%), and super electrolyte compatibility (497%, electrolyte uptake). It had a higher ionic conductivity (13.897 mS·cm−1) than those of pure polymer fibrous membrane and commercial separator. In addition, the rate capability (155.56 mAh·g−1) was also superior to the compared separator. These excellent performances endowed LLTO composite nanofibrous membrane as a promising separator for high-performance lithium-ion batteries.