Electrochemical Impedance Spectroscopy (EIS) is here used to characterize highly porous Ce0.9Gd0.1O1.95(CGO, ca. 90% vol. of porosity) free-supporting nano-fibrous thick (100 mu m) membranes, fabricated via an electrospinning technique. The investigation of the calcination temperature influence on the microstructure indicates an evolution of the single nanofiber's microstructure with a gradual grain growth from densely packed polycrystalline to pearl collar-like structures at increasing temperatures. This evolution is accompanied by brittleness for samples treated at temperatures above 800 degrees C. The electrochemical characterization suggests an ionic percolative conductivity that exploits both the bulk-lattice conduction along the individual nanofibers and interfacial conduction across different nanofibers at their intersections. Optimized membranes treated at 600 and 700 degrees C exhibit a similar electrochemical bulk response, but different interfacial electrochemical behavior (low frequency) associated with a grain size effect.