On account of increasing attention paid to global air quality problem, air filter media with low‐pressure drop, good strength, and excellent removal efficiency towards pathogens have gradually become a research hotspot. Polymeric electrospun nanofibrous membranes with large surface area to volume ratio, and adjustable porous structure, have attracted increased attention in air filtration applications. In this work, as an innovative extension of classical electrospinning procedure, coaxial electrospinning is used to produce high‐strength fiber with core–sheath structures. The as‐produced poly(m‐phenylene isophthalamide) (PMIA: as the core)/polyacrylonitrile (PAN: as the shell) based coaxial nanofibers integrated with a layer of electrospun PAN–silver nanoparticle membrane, can filter both particulate matter and microbes. Significantly, poly(m‐phenylene isophthalamide)/PAN membrane will exhibit uniform axial alignment of nanofibers, which can effectively improve mechanical strength of filter media along the orientation direction. Benefiting from structural features including the presence of anti‐microbial agent, the developed composite polymeric filter membrane exhibits very low pressure drop (24.52 Pa), 99% filtration efficiency, 9.809 MPa tensile strength and good anti‐microbial activity against Gram‐positive Bacillus subtilis and Gram‐negative Escherichia coli. Besides, this work provides a versatile platform for exploring coaxial nanofibrous membrane in air filtration application, since it is still in emerging and immature phase.