In this work, nanofibrous poly(vinylidene fluoride) (PVDF)/poly(methyl methacrylate) (PMMA) membranes with different PMMA contents from 10 wt% to 20 wt% were prepared by electrospinning. The morphology of resultant membranes was investigated using scanning electron microscopy. It was found that the morphology of PVDF/PMMA electrospun nanofibers in the membrane was highly dependent on the solvent used during the electrospinning process. PVDF/PMMA nanofibers with beads were formed in the electrospun membrane when N,N-dimethylformamide (DMF) solvent was used due to its low evaporation rate. Uniform PVDF/PMMA nanofibers without beads in the electrospun membranes were obtained by DMF-acetone mixed solvent. The crystallization behavior of PVDF in the electrospun PVDF/PMMA membranes was investigated using differential scanning calorimetry and Fourier transform infrared spectroscopy. The form crystalline structure was the major crystalline phase of PVDF in electrospun PVDF/PMMA membranes, and PMMA may suppress the formation of crystalline phase of PVDF. The crystallinity degree of PVDF in the electrospun PVDF/PMMA membranes was lower than that of the electrospun PVDF membrane, and the annealing could effectively improve the crystallinity degree of PVDF in electrospun membranes. Moreover, it was found that the annealing has no adverse effect on the low density, high porosity, and water vapor permeability of electrospun membranes.