Designing and developing active, robust, and noble-metal-free catalysts with superior stability for electrocatalytic water splitting is of critical importance but remains a grand challenge. Here, a facile strategy is provided to synthesize a series of Co-based self-supported electrode materials by combining electrospinning and chemical vapor deposition (CVD) technologies. The Co, Co3O4, Co9S8 nanoparticles (NPs) are formed in situ simultaneously with the formation of carbon nanofibers (CNFs) during the CVD process, respectively. The Co-based NPs are uniformly distributed through the CNFs and they can be directly used as the electrode materials for hydrogen evolution reaction (HER) in acid and oxygen evolution reaction (OER) in alkaline. The Co9S8/CNFs membrane exhibits the best HER activity with overpotential of 165 mV at j = 10 mA cm(-2) and Tafel slope of 83 mV dec(-1) and OER activity with overpotential of 230 mV at j = 10 mA cm(-2) and Tafel slope of 72 mV dec(-1). The onion-like graphitic layers formed around the NPs not only improve the electrical conductivity of the electrode but also prevent the separation of the NPs from the carbon matrix as well as the aggregation.