A unique self-standing membrane composed of hierarchical thermoplastic polyurethane (TPU)/polyacrylonitrile (PAN) fibers is prepared by the electrospinning technique, followed by a simple dip-coating process. Fe3O4 nanoparticles are uniformly anchored on TPU/PAN fibers during the electrospinning process, enabling the membrane to achieve effective electromagnetic interference shielding (EMI SE) performance. Such a hybrid membrane has a high magnetization of 18.9 emu/g. When MXene (Ti3C2Tx) layers are further loaded on the TPU/PAN/Fe3O4NPs hybrid membrane, its EMI SE performance in the X band can exceed 30 dB due to the hydrogen bonds generated between the macromolecular chain of PAN and the functional group (Tx) on the surface of MXene. Simultaneously, the interfacial attraction between MXene and the TPU/PAN/Fe3O4NPs substrate is enhanced. The EMI SE mechanism of the hybrid membrane indicates that this film has great potential in the fields of wearable devices and flexible materials.