Composite nanofibrous membranes of polyacrylonitrile containing nano-sized ceramic fillers BaTiO3, SiO2, or Al2O3 were prepared by electrospinning technique. Morphology of the membranes and ceramic fillers was examined by field emission scanning electron microscopy and transmission electron microscopy, respectively. The membranes show uniform morphology with an average fiber diameter in 400-600 nm range. The inter laying of fibers generates a large number of fully interconnected voids of various sizes which are effectively utilized for the preparation of gel polymer electrolytes by loading the liquid electrolyte 1 M LiPF6 in ethylene carbonate/dimethyl carbonate. Thermal properties of the membranes and gel polymer electrolytes were examined by differential scanning calorimetry. Interactions associated with the membranes and gel polymer electrolytes were investigated with Fourier Transform infrared and FT-Raman spectroscopies. The influence of nano-sized ceramic fillers on membrane morphology, electrolyte uptake, ionic conductivity, and performance in Li/LiFePO4 cell has been evaluated. The results show that nano-sized ceramic fillers have a significant contribution to the improved electrochemical properties of gel polymer electrolytes in lithium batteries.