Nanotitanium dioxide (TiO2)-based materials have attracted an increasing attention in the application of photocatalysis degradation. In this work, a composite TiO2/PI membrane constructed with anatase TiO2 and PI nanofibers in an interwoven structure was successfully fabricated by simultaneous electrospinning with a post-annealing process. The results showed that the TiO2 nanofibers endowed the composite membrane with photocatalytic activity, while the PI nanofibers as the structural reinforcements in the composite membrane could remarkably improve the mechanical property of membrane. Most importantly, the photocatalytic activities and mechanical properties of composite membranes could be further tuned by controlling the TiO2/PI mass ratio. Our study indicated that the combination of TiO2 and PI nanofibers via simultaneous electrospinning with a post-annealing process offers a new strategy to construct advanced nano-TiO2-based materials, which shows a great potential in the application of photocatalytic degradation of toluene.