Polymeric nanofibers are of great interest in biomedical applications, such as tissue engineering, drug delivery and wound healing, due to their ability to mimic and restore the function of natural extracellular matrix (ECM) found in tissues. Electrospinning has been heavily used to fabricate nanofibers because of its reliability and effectiveness. In our research, we fabricated poly(ε-caprolactone)-(PCL), magnesium oxide-(MgO) and keratin (K)-based composite nanofibers by electrospinning a blend solution of PCL, MgO and/or K. The electrospun nanofibers were analyzed by scanning electron microscopy (SEM), Fourier transform infrared spectroscopy (FTIR), mechanical tensile testing and inductively-coupled plasma optical emission spectroscopy (ICP-OES). Nanofibers with diameters in the range of 0.2-2.2 µm were produced by using different ratios of PCL/MgO and PCL-K/MgO. These fibers showed a uniform morphology with suitable mechanical properties; ultimate tensile strength up to 3 MPa and Young's modulus 10 MPa. The structural integrity of nanofiber mats was retained in aqueous and phosphate buffer saline (PBS) medium. This study provides a new composite material with structural and material properties suitable for potential application in tissue engineering.