The filtration capability can be effectively adjusted by involving the incorporation of fillers into filter materials. Here, we present a promising filter material for capturing particulate matters in smoke, a polyvinylidene fluoride (PVDF) fibrous membrane modified by cellulose nanowhisker (CNWs) and graphene oxide (GO), which was prepared by a facile electrospinning method. GO with oxygen-containing groups can improve the capability of capturing particle owing to its excellent adsorption performance. CNWs with highly ordered crystalline regions can alter the dimension and properties of PVDF fibers. The synergistic effect of GO and CNWs enabled uniform fiber diameter, higher porosity, and better filtration property as compared with that of pristine PVDF membranes. Experimental results demonstrated a significant improvement in the filtration efficiency of PVDF fibrous membranes after blending with GO and CNWs. The filtration data showed that the filtration efficiency (95.58%) of GO/CNWs/PVDF membrane was higher than that (87.68%) of CNWs/PVDF membrane and that (86.36%) of PVDF membrane. The reusability for capturing pollutants showed that the fibrous membrane could keep a certain filtration capability (93.85%) after 5 cycles. Computational results suggested there was an interaction between GO and smoke pollutants (monoterpene) and the addition of GO play an effect on the filtration efficiency of fibrous membranes. These results showed that GO/CNWs/PVDF fibrous membranes was ideal filter materials for air pollutant.