Electrospun fibrous composite membranes composed of polyacrylonitrile (PAN) and silica nanoparticles are prepared with different proportions of SiO2. The membranes have three-dimensional and fully interconnected network structures in which the SiO2 nanoparticles are homogeneously distributed. The PAN/SiO2 fibrous composite membranes encapsulate a large amount of liquid electrolyte and exhibit high ionic conductivities. The electrochemical characteristics of dye-sensitized solar cells (DSSCs) are dependent on the content of SiO2 nanoparticles in the fibrous composite membranes. We demonstrate that DSSC assembled with a PAN/SiO2 fibrous composite membrane containing 10wt.% SiO2 exhibits the remarkably high conversion efficiency of 7.85% at 100 mW cm−2, as well as better long-term stability than a DSSC with liquid electrolyte.