Air pollution is one of the biggest health and environmental problems in the world and a huge threat to human health on a global scale. Due to the great impact of respiratory viral infections, chronic obstructive pulmonary disease, lung cancer, asthma, bronchitis, emphysema, lung disease, and heart disease, respiratory allergies are increasing significantly every year. Because of the special properties of electrospun nanofiber mats, e.g., large surface-to-volume ratio and low basis weight, uniform size, and nanoporous structure, nanofiber mats are the preferred choice for use in large-scale air filtration applications. In this review, we summarize the significant studies on electrospun nanofiber mats for filtration applications, present the electrospinning technology, show the structure and mechanism of air filtration. In addition, an overview of current air filtration materials derived from bio- and synthetic polymers and blends is provided. Apart from this, the use of biopolymers in filtration applications is still relatively new and this field is still under-researched. The application areas of air filtration materials are discussed here and future prospects are summarized in conclusion. In order to develop new effective filtration materials, it is necessary to understand the interaction between technology, materials, and filtration mechanisms, and this study was intended to contribute to this effort.