The photoluminescent nanofibers (PLNs) were successfully produced by incorporating alpha-NaYF4:Eu3+ nanophosphor into the polymethylmethacrylate (PMMA) matrix using electrospinning technique. The morphology of PLNs was investigated by scanning electron microscope (SEM) with the diameter in the range of 165-450 nm. The nanofibers revealed hypersensitivity in emission regime from orange to red (589-707 nm) with 5% concentration of nanophosphor at the excitation wavelength of 239 nm. X-ray diffraction (XRD) and photoluminescence (PL) spectroscopy confirm the uniform co-ordination (dispersion) of nanophosphor with the carbonyl group of PMMA molecular chain. The PMMA/ alpha-NaYF4:Eu3+ composite nanofibers have the potential application in colored light-emitting diode ( LED).