The development of high-performance infrared stealth materials has been a long-standing goal for scientists. Despite their excellent performance, these materials are challenging to fabricate. In this work, a simple water immerse-stacking assembly process is employed to transform two-dimensional nanofiber membranes into three-dimensional aerogel membranes. Directional freezing from different directions induced varied orientations in the polyimide nanofibers (PINF), leading not only to unique anisotropic microstructures and thermal conductivities but also to synergistic enhancements in thermal insulation and mechanical properties. By vacuum-assisted filtration, MXene is embedded into the PINF membrane, resulting in a low emissivity of 0.283 and strong interlayer bonding of the MXene/PINF aerogel membrane without affecting the high and low-temperature resistance, the tensile strength, and the flexibility. Inspired by the art of origami, two types of MXene/PINF aerogel membrane bags are developed. When using one of the bags to cover an object at 130.2 °C, the thermal radiation temperature decreases to 28.9 °C. This study provides a promising approach for designing flexible, high-strength, and efficient infrared stealth composite materials, paving the way for further research and applications.