Particulate matter (PM) pollution is a serious threat to human health. Zeolitic imidazolate framework-8 (ZIF-8) is a kind of metal-organic framework, and ZIF-8 not only can capture PM 2.5 efficiently but also possesses excellent chemical and thermal stability. In this study, ZIF-8-modified soluble polyimide (PI) nanofibrous membranes were prepared via an electrospinning process. As a result, the PI-ZIF membrane shows high PM 2.5 filtration efficiency (up to 96.6 ± 2.9%), superior thermal stability (up to 300 °C), good transmittance, excellent mechanical properties, and low pressure drop. The prepared PI-ZIF membrane with excellent comprehensive property shows a promising application in PM 2.5 capture, especially in harsh conditions.