The fabrication of nanofibrous biomaterials composed of natural and synthetic materials is an attractive topic in medicine. Electrospinning is an inexpensive and simple way of fabricating porous nanofibers that can mimic extracellular matrix structural properties. In this study, the nanofibers were prepared by electrospinning jellyfish collagen with polycaprolactone (PCL) as a blend and the solvent acetic acid. PCL and collagen solutions with the concentration of 10% (w/v) and 1% (w/v), respectively, were prepared at room temperature. Electrospinning was done with a flow rate of 0.7 mL/h, a voltage of 15 kV, and a distance between the needle and the collector of 15 cm. The samples were evaluated using Fourier transform infrared spectroscopy (FTIR) and thermogravimetric analysis (TGA). FTIR analysis shows the existence of interactions between PCL and collagen through hydrogen bonding. The TGA analysis confirms the physical interaction between collagen and PCL. The outcomes from the fabricated nanofibrous scaffolds demonstrated appropriate properties for biomedical applications.