In this work, Fe2CoAl Heusler alloy nanofibers were first synthesized via an electrospinning method. It was found that the crystal structure, fiber diameter and magnetic properties of the samples varied with the metal salt concentration in the precursor solution. Magnetic measurement reveals that the obtained Fe2CoAl nanofibers exhibit ferromagnetic with a high Curie temperature and large coercivity. The saturation magnetic moment of the Fe2CoAl nanofibers at 5K is estimated to be 4.5-5.1 mu(B). The Fe2CoAl nanofibers synthesized using the low-cost electrospinning method in our work are magnetically superior and economically feasible for technological applications.