Air pollutants, which are composed of diverse components such as particulate matter (PM), volatile organic compounds (VOCs), nitrogen oxides (NOx), sulfur dioxide (SO2), and pathogenic microorganisms, have adverse effects on both the ecosystem and human health. While existing air purification technologies can effectively eliminate these pollutants through multiple processes targeting specific components, they often entail high energy consumption, maintenance costs, and complexity. Recent developments in air purification technology based on multifunctional nanofibrous membranes present a promising single-step solution for the effective removal of diverse air pollutants. Through synergistic integration with functional materials, other functional materials, such as those with catalytic, adsorption, and antimicrobial properties, can be incorporated into nanofibrous membranes. In this review, the design concepts and fabrication strategies of multifunctional nanofibrous membranes to facilitate the integrated removal of multiple air pollutants are explored. Additionally, nanofibrous membrane preparation methods, PM removal mechanisms, and performance metrics are introduced. Next, methods for removing various air pollutants are outlined, and different air purification materials are reviewed. Finally, the design approaches and the state-of-the-art of multifunctional nanofibrous membranes for integrated air purification are highlighted.