A new transdermal drug delivery system of nanofiber membrane with good biocompatibility and high drug loading was developed by electrospinning technology in this study. Using vinyl alcohol-co-ethylene (PVA-co-PE) polymer as a spinning matrix and non-steroidal anti-inflammatory drug (NSAID) sulindac (SUL) as a model drug, the SUL@PVA-co-PE nanofiber membrane was prepared and characterized systematically. The morphology, molecular vibrational transitions, thermogravimetric attributes, and in vitro drug release and transdermal characteristics of drug-loaded nanofiber membranes were analyzed. The results indicated that the surface of PVA-co-PE nanofibers was uniform and smooth with the diameter ranged from 461 to 696 nm. Notably in vitro simulation experiments demonstrated that SUL@PVA-co-PE nanofiber membrane could provide a continuous drug release to reach the effective concentration of the drug, and exhibited significantly higher cumulative drug permeability compared to commercially available patches, Taken together, PVA-co-PE nanofiber membranes exhibited the characteristics of high drug loading and stability, and represented the potential to be utilized as a new transdermal drug delivery carrier with pronounced development prospect.