The drug-loaded composite electrospun nanofiber has attracted more attention in biomedical field, especially in cancer therapy. In this study, a composite nanofiber was fabricated by electrospinning for cancer treatment. Firstly, the carbon nanotubes (CNTs) were selected as carriers to load the anticancer drug-doxorubicin (DOX) hydrochloride. Secondly, the DOX-loaded CNTs (DOX@CNTs) were incorporated into the poly(lactic-co-glycolic acid) (PLGA) nanofibers via electrospinning. Finally, a new drug-loaded nanofibrous scaffold (PLGA/DOX@CNTs) was formed. The properties of the prepared composite nanofibrous mats were characterized by various techniques. The release profiles of the different DOX-loaded nanofibers were measured, and the in vitro antitumor efficacy against HeLa cells was also evaluated. The results showed that DOX-loaded CNTs can be readily incorporated into the nanofibers with relatively uniform distribution within the nanofibers. More importantly, the drug from the composite nanofibers can be released in a sustained and prolonged manner, and thereby, a significant antitumor efficacy in vitro is obtained. Thus, the prepared composite nanofibrous mats are a promising alternative for cancer treatment.