Optimization of mechanical properties is required in the applications of tissue-engineered scaffolds. Thermal annealing strategy is proposed to improve the mechanical properties of polyelectrolyte complex nanofiber membranes. The effects of annealing on the structural and mechanical properties of electrospun chitosan-gelatin (CG) nanofiber membranes were investigated using tensile tests, Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD), and differential scanning calorimetry (DSC). Tensile test results showed that annealing processing at 90 degrees C produced 1.3-fold and 1.1-fold increase on Young's modulus and tensile strength, respectively. By scanning electron microscopy (SEM) observation, it was found there was a formation of partial interfiber bonding when annealing temperature was elevated over the glass transition temperature (T-g) of CG nanofibers. FTIR results showed enhanced molecular interactions within fibers, suggesting that annealing treatment promoted the conjunction between chitosan and gelatin. In contrast, no detectable changes in crystallinity for CG nanofiber specimens were exhibited on XRD patterns following annealing treatment. In addition, thermal annealing induced the improvement in thermal stability, aqueous stability and swelling capacity. Therefore, annealing is proved to be an effective strategy for mechanical enhancement of polyelectrolyte complex nanofibrous scaffolds. The enhanced stiffness and strength is mainly attributed to the formation of interfiber bonding and strengthened molecular interactions between chitosan and gelatin.