It is critical to detect and analyze the heavy metal pollutions in environments and foods. Chemosensors have been widely investigated for fast detection of analytes such as heavy metals due to their unique advantages. In order to improve the detection sensitivity of chemosensors, recently electrospun nanofibrous membranes (ENMs) have been explored for the immobilization of chemosensors or receptors due to their high surface-to-volume ratio, high porosity, easiness of fabrication and functionalization, controllability of nanofiber properties, low cost, easy detection, no obvious pollution to the detection solution, and easy post-treatment after the detection process. The purpose of this review is to summarize and guide the development and application of ENMs in the field of chemosensors for the detection of analytes, especially heavy metals. First, heavy metals, chemosensors, and four types of preparation methods for ENM-immobilized chemosensors/receptors are briefly introduced. And then, ENM-immobilized chemosensors/receptors and their application progresses for optical, electro, and mass detections of heavy metals are reviewed according to the four types of preparation methods. Finally, the application of ENM-immobilized chemosensors/receptors is summarized and an outlook is provided. The review will provide an instruction to the research and development of ENM-immobilized chemosensors/receptors for the detection of analytes.