Freshwater shortage has remained an emerging issue due to increasing potable water demand of global population and ongoing industrial developments. Great efforts have been given to increase the freshwater supply either by exploring new water resources or by recycling of wastewater through various water treatment technologies. Membrane based technology is especially prominent due to the obvious superiorities, including high stability, high permeate flux, high pollutant retention ability, high process intensity, less chemicals utilization, automated process control (easy to process) and operational robustness. Particularly, membrane distillation (MD), which is driven by the vapor pressure gradient, has attracted unprecedented attention because of its eminent advantages, such as energy-saving, high permeate quality, ability to treat feeds with high salinity. Yet, practical applications of classical MD membranes are hindered by the low permeate flux and fouling problem. Thus, it is of great necessity to either overhaul classical MD membranes or fabricate novel MD membranes to promote the practicability. Interestingly, electrospun nanofibrous membranes (ENMs) have attracted tremendous attention in MD. Various features including suitable pore sizes, narrower pore size distributions, high porosities, high surface-to-volume ratios, controllable fiber diameters, and easy functionalities endow ENMS with great potential in MD which has been evidenced by various studies. In this paper, we critically reviewed and commented the research developments on MD application of ENMs. We distinctively emphasized on the design of ENM structures and the relationship between the structure and MD performances. We believe that this review could provide important insight and fundamental understanding with some novel perspective of ENMs in more advanced MD applications.