The work aims to increase the loading capacity of the Sacha inchi oil in the fibrous membrane and improve the application potential of the Sacha inchi oil in food active packaging or biomedicine. The polyvinyl alcohol (PVA)/Sacha inchi oil (SIO) nanofibrous membrane with core-shell structure was prepared by coaxial electrospinning technology. Effects of spinning conditions such as PVA concentration, applied voltage, receiving distance and shell flow rate on SIO loading capacity were investigated by single-factor experiment and orthogonal experiment. The morphology and properties of the nanofiber were characterized by scanning electron microscopy, transmission electron microscopy and Fourier transform infrared spectroscopy, and the mechanical, hydrophilic and antioxidant activity of the SIO fibrous membrane after addition of SIO were tested and analyzed. The optimal spinning conditions for the fibrous membrane obtained from the orthogonal experiment were as follows:PVA concentration of 12wt.%, applied voltage of 22 kV, receiving distance of 16 cm, and core-shell flow rate ratio of 0.1 mL/h∶1.4 mL/h. Under these conditions, the nanofibrous membrane having obvious core-shell structure and uniform diameter distribution was successfully prepared, with SIO as the core layer and PVA as the shell layer and the SIO loading capacity of 67.79%. The addition of SIO increased the tensile strength by 2.51 times, reduced the water contact angle by 14.04°, and increased the antioxidant activity by 2.6 times. Core-shell nanofiber and fibrous membranes with high SIO loading capacity are successfully prepared by coaxial electrospinning. The mechanical properties, hydrophilicity and antioxidant activity of the fibrous membranes are improved after addition of SIO.