A simple and efficient method has been developed for preparing hierarchical nanostructures of polyimide (PI)/ZnO fibers by combining electrospinning and direct ion-exchange process. Poly(amic acid) (PAA) nanofibers are first prepared by electrospinning, and then, the electrospun PAA fibers are immersed into ZnCl2 solution. After a subsequent thermal treatment, imidization of PAA and formation of ZnO nanoparticles can be simultaneously achieved in one step to obtain PI/ZnO composite fibers. SEM images show that ZnO nanoparticles are densely and uniformly immobilized on the surface of electrospun PI fibers. Furthermore, the morphology of ZnO can be tuned from nanoplatelets to nanorods by changing the initial concentration of ZnCl2 solution. Photocatalytic degradation tests show an efficient degradation ability of PI/ZnO composite membranes toward organic dyes. Meanwhile, the free-standing membrane is highly flexible, easy to handle, and easy to retrieve, which enables its use in water treatment. This simple and inexpensive approach can also be applied to fabricating other hierarchically nanostructured composites.