Though zein is gaining more and more attention because of its multifunctionality and biodegradability, the high sensitivity to humidity limits its further applications. In the present study, the multifunctional zein nanofibers were prepared by electrospinning with the assistance of polyvinyl alcohol, followed by cross-linking with glutaraldehyde. In this way, the moisture resistance of the nanofibers was significantly improved while the air filtration performance was well retained. The optimized nanofibers exhibited over 97% filtration efficiency of PM0.3 (particulate matter size less than 0.3 mu m), and the filtration efficiency of other sizes of pollutant particles was more than 98%. In addition, the relatively weak mechanical properties of zein have also been improved. These results suggest that cross-linked zein-based nanofibers are promising for air filtration applications.