In this study, a series of AgCl/ZnO-loaded nanofibrous membranes were prepared using coaxial electrospinning. Their physical and chemical characteristics were evaluated by SEM, TEM, XRD, XPS, IR, PL, and UV–visible spectrometer, and the photocatalytic experiments using methylene blue (MB) as a model pollutant. The formation of AgCl/ZnO heterojunction and the structure of core–shell nanofibers with porous shell layer were confirmed. AgCl/ZnO photocatalysts were also effectively loaded onto the surfaces of the porous core–shell nanofibers. The results of photocatalytic experiments revealed that the AgCl/ZnO (MAgCl:MZnO = 5:5)-loaded nanofibrous membrane achieved a degradation efficiency of 98% in just 70 min and maintained a photocatalytic efficiency exceeding 95% over the first five experimental cycles, which successfully addressed the issues of photocatalytic efficiency loss during the photodegradation of MB with AgCl/ZnO nanoparticles as photocatalyst. The photodegradation mechanism was also researched and proposed.