Electrospun nanofiber membranes (NFMs) have high porosity and a large specific surface area, which provide a suitable environment for the complex and dynamic wound healing process and a large number of sites for carrying wound healing factors. Further, the design of the nanofiber structure can imitate the structure of the human dermis, similar to the natural extracellular matrix, which better promotes the hemostasis, anti-inflammatory and healing of wounds. Therefore, it has been widely studied in the field of wound dressing. This review article overviews the development of electrospinning technology and the application of electrospun nanofibers in wound dressings. It begins with an introduction to the history, working principles, and transformation of electrospinning, with a focus on the selection of electrospun nanofiber materials, incorporation of functional therapeutic factors, and structural design of nanofibers and nanofiber membranes. Moreover, the wide application of electrospun NFMs containing therapeutic factors in wound healing is classified based on their special functions, such as hemostasis, antibacterial and cell proliferation promotion. This article also highlights the structural design of electrospun nanofibers in wound dressing, including porous structures, bead structures, core-shell structures, ordered structures, and multilayer nanofiber membrane structures. Finally, their advantages and limitations are discussed, and the challenges faced in their application for wound dressings are analyzed to promote further research in this field.