This work is the first attempt to prepare microporous polytetrafluoroethylene (PTFE) fibrous layers embedded with aerogels/phase change materials. For preparation of this layer, the needle-less electrospray technology of water dispersion of individual components is used. Microstructure characteristics, including surface morphology and particle size distribution, and various properties of the prepared materials were investigated and explained. Transport performance of the fibrous layers embedded with aerogels/phase change materials, such as the transmission of heat, air, and water vapor was evaluated and discussed in details. It was found that the electro-sprayed materials composed by spherical particles with rough surface had compact disordered stacking structure. Aerogels and phase change materials (PCMs) play different roles in determining structural parameters and transport properties of the materials. Those parameters and properties could be flexibly adjusted by optimizing the spinning parameters, changing the content or proportion of the fillers to meet specific requirements.