Ambient fine particulate matter (PM) affects both human health and climate. To reduce the PM2.5 (mass of particles below 2.5 μm in diameter) concentration of an individual's living environment, ionic liquid-modified polyacrylonitrile (PAN) nanofibers with superior PM2.5 capture capacity were prepared by electrospinning. Ionic liquid diethylammonium dihydrogen phosphate (DEAP) with high viscosity and hydrophilicity was involved during the electrospinning process. Observations by scanning electron microscopy (SEM), transmission electron microscopy (TEM), and water contact angle measurement suggested that the modification of DEAP on PAN effectively altered the morphology (roughness) and surface properties (hydrophilicity) of the PAN nanofibers. The PM2.5 capture measurement was performed in a closed and static system, which mimicked the static hazy weather without wind flow. As a result, DEAP-modified PAN nanofibers exhibited significantly enhanced PM2.5 capture capacity compared to that of the bare PAN nanofibers. This can be attributed to the improved surface roughness (i.e., improved adsorption sites), hydrophilicity, and dipole moment of PAN upon DEAP modification.