Using zirconium propoxide as the precursor, a new method combining the advantages of electrospinning and sol-gel approaches is set up to facilely fabricate zirconia (ZrO2) nanofibers with controllable chemical and morphological structures in batch size on a standard electrospinning equipment. Interestingly, zirconia (ZrO2) nanofibers with different morphologies were prepared, the influence of the preparing parameters on the structure of the ZrO2 nanofibers were investigated. Results show that by adjusting the preparing parameter, the ZrO2 nanofibers can be porous or compact fibers, in addition the crystalline structure, and dimensions of pores can be also changed. Based on the successful preparation of these ZrO2 electrospun fibers, novel composites consisting of ZrO2 electrospun fibers and cyanate ester (CE) resin were developed, which show significantly reduced curing temperature compared to CE owing to the presence of hydroxyl groups on the fibers. The dynamic mechanical and dielectric properties of ZrO2/CE composites are closely related to the morphological structure of ZrO2 fibers because the latter determines the chemical structure and crosslinking density of the matrix as well as the interfacial adhesion of the corresponding composites. These interesting results demonstrate that the method proposed herein provide a new approach to design and prepare ceramic nanofibers and corresponding composites with controlled structure and expected performance for cutting-edge industries.