MgO nanofiber with good morphology was difficult to obtain through high temperature heat-treatment due to the widely existed pulverization phenomenon, which restricted its applications in the high-temperature field. In this work, MgO nanofibers were prepared by electrospinning through mixed precursors: magnesium acetate (MA) and magnesium citrate (MC). The fiber with MC mass content in the range of 30-50% exhibited good high temperature stability and the original feature was preserved after heat-treated at 1000 degrees C. A plausible formation mechanism of the polycrystalline MgO nanofibers was provided in the present paper. Suitable confection of MA and MC brought a milder decomposition process and led to a more compact structure of MgO nanofiber, which contributed to the excellent high-temperature stability. The considerable effects of microstructure on thermal conductivity of the fiber were discussed. The method in this paper has greatly expanded the solution scope for preparing electrospun fibers with expectation of structure modification and strength enhancement.