Waterproof and breathable macroporous membranes that are both completely resistant to liquid water penetration and easily allowable to vapor transmission would have significant implication for numerous applications;: however, fabrication of such materials has proven to be tremendously challenging. Herein, we reported hovel electrospun composite fibrous membranes with high waterproof and breathable performance, which consisted of polyurethane (PU), terminal fluorinated polyurethane (FPU), and carbon nanotubes (CNTs). Benefiting from the utilization of FPU and CNTs, the fibrous membranes were endowed with super-hydrophobic surface, optimized pores size and porosity, along with enhanced fibers, which resulted in excellent waterproof, breathable and mechanical properties. Significantly, the relationship among waterproofness, pore structure and surface wettability has been confirmed finely accordance with Young-Laplace equation. Ultimately, the resultant membranes presented high waterproofness with hydrostatic pressure up to 108 kPa, good breathability with water vapor transmission rate over 9.2 kg m(-2) as well as robust mechanical properties with bursting strength of 47.6 kPa and tensile strength of 12.5 MPa, suggesting them as promising alternatives for a number of potential applications, such as protective clothing.