PMMA and PMMA/10 wt% nano-Al2O3 fibre mats were produced by means of electrospinning and used as reinforcing phase of poly(epsilon-caprolactone) matrix. The composite films were fabricated by means of film-stacking technique. SEM observations showed good wettability of PMMA-based fibres by the PCL matrix, confirming that a strong interface was formed. The Al2O3 nanoparticles were well-distributed along the polymeric fibres. The introduction of PMMA fibres as a reinforcement led to a clear benefit in terms of the mechanical strength (11.5 +/- A 0.5 MPa), the value for neat PCL being 8.2 +/- A 2.2 MPa. The tensile strength was further increased when the fibres were loaded with nano-Al2O3 (14.4 +/- A 0.6 MPa) due to both the presence of the ceramic filler and the smaller diameter of the composite fibres. A less marked improvement was instead found on stiffness.