Core-shell nanofibers were prepared by coaxial electrospinning technology, with poly(ethylene oxide) (PEO) as the core while poly(acrylic acid) (PAA) as the shell. PEO and PAA can form polymer complexes based on hydrogen bonding. In order to avoid forming strong hydrogen bonding complexes at nozzle and blocking spinning process, a polar aprotic solvent, N,N-dimethylformamide (DMF), was selected to dissolve PEO and PAA respectively. SEM, TEM and DSC were utilized to characterize the morphology and structure of PEO-PAA core-shell nanofibers. FTIR spectra demonstrated that hydrogen bonding was formed at the core-shell interface. In addition, the PAA shell of the nanofibers can be cross-linked by ethylene glycol (EG) under heat treatment, which increases the stability and extends the potential applications in aqueous environment.