The thermally insulating, fire-retardant, smokeless and flexible polymer nanofiber is an incredibly important material for mankind. This polymer nanofiber is expected to breed technological innovations in applications such as thermally insulated clothing and building materials. Here, we propose an electrospinning process to fabricate silica aerogel-filled polymer nanofibers by modifying the typical sol-gel chemistry process for the synthesis of silica aerogel. Silica aerogel-filled polyvinylidene fluoride (PVdF) nanofiber webs, fabricated using the proposed process, were fire-retardant, smokeless and flexible; they also exhibited a low thermal conductivity of 0.028 Wm(-1).K-1, which was 26.3% lower than that of pure PVdF nanofiber webs. To study the unique thermal characteristics of nanofibers theoretically, a micromechanics-based, two-scale multiphase model was proposed, with consideration of fiber structure including nano and micro pores. These developments make an important contribution to bringing silica aerogel products to everyday life.