Conversion and alloy-type nanomaterials hold great potential for versatile electrochemical applications, yet severe aggregation and structural failure have hindered their successful employment as robust electrodes. In this regard, secondary matrices are required to separate such electroactive materials and provide conductive networks concurrently. However, facile preparation of such hierarchical structures at ambient conditions and without additional energy input remains a major challenge. Here, a general co-axial electrospinning assisted anion exchange strategy is reported to construct metal-organic framework (MOF) derived nanostructures within the three-dimensional polymer network, which occurs in aqueous solutions at room temperature for simultaneous compositional and structural transformation. Such in-situ synthetic approach results in dispersed architectures of electroactive materials. As a proof of concept application (e.g., lithium-ion capacitors), well-dispersed MOF-derived CoSnx nanoparticles on carbon nanofibers are synthesized and exhibit high-energy, high-rate, and robust Li thorn storage capability. This work thus contributes to developing a general MOF-based compositional and structural evolution strategy toward high-performance electrochemical applications.