Spider silk protein (Ss) and Periplaneta Americana extract (PAE) were respectively loaded on the shell and core layers of nanofibers by coaxial electrospinning technique. With the increase of Ss, the diameter of fiber decreased from 350 nm to 280 nm, the diameter of core layer increased from 120 nm to 140 nm, and the thickness of shell layer was reduced from 100 nm to 70 nm. The nanofiber membrane had good performance in mechanical properties and hydrophilicity with the addition of Ss. The results showed that the tensile strength of the nanofiber membrane could reach 4.31 MPa, the swelling rate could reach 150%, the water vapor transmission rate could reach 1834 g/(m2?24h) and the water contact angle could be reduced to 32.7 ?. The influence of drug burst release could be significantly inhibited by core-shell structure, and finally long-term drug release was achieved. The drug release reached 77% within 7 days. Furthermore, nanofiber membrane could effectively inhibit the growth of bacteria and promote cell proliferation. Compared with that of unloaded Ss, cell proliferation of nanofiber membrane loaded with 20% Ss was increased by 25%, which indicates that Ss and PAE play a synergistic role in wound healing.