Electrospun nanofibers with superior performance have attracted widespread attention from researchers due to their extensive application in biomedical materials, filtration, catalysis, and so forth. However, the low mechanical properties, such as elongation at breaking strength and tensile strength, restrict the application of the nanofibers in many aspects. This article describes the recent progress in improving the mechanical properties of electrospun nanofibrous membranes. At present, methods to increase the mechanical strength of nanofibers are mainly based on the introduction of appropriate polymer materials, improvements in spinning parameters, and post-treatment. Herein, the principle, advantages, and disadvantages of those methods in depth are described. Finally, the research on enhancing the mechanical properties of electrospun nanofibrous membranes and their future development is being discussed.