In this study, grooved TiO2/ZrO2 ceramic fibers were prepared via coaxial electrospinning, which exhibit enhanced thermal insulation and superior mechanical properties. The fibers were architected with a distinctive core-shell structure, comprising a TiO2 shell that serves as an effective radiation shield and a ZrO2 core that maintains mechanical robustness. The interdiffusion of Zr and Ti atoms at the interface facilitated a seamless transition between TiO2 and ZrO2, effectively inhibiting TiO2 grain coarsening and substantially enhancing the tensile strength of the fibers, exemplified by the 1.47 ± 0.08 MPa achieved in the TZ-5 sample. Through control of the injection rate during electrospinning, we optimized the fibrous morphology to attain a synergistic balance of strength, flexibility and thermal insulation. The fibers showcased exceptional thermal insulation properties with thermal conductivity values ranging from 0.0294 to 0.0278 W m−1 K−1 and an average infrared reflectance exceeding 87 %. Practical thermal insulation tests confirmed the superior insulation performance of the TiO2/ZrO2 fibrous membranes.