H3PW12O40/polymethylmethacrylate (PMMA)/polycaprolactam (PA6) nanofibrous membrane with a sandwich structure was prepared by electrospinning. Characterization with Fourier transformation infrared spectroscopy (FT-IR), energy-dispersive x-ray spectroscopy (EDX), and x-ray photoelectron spectroscopy (XPS) indicated that H3PW12O40 has been successfully loaded into the upper and bottom layers of the sandwich membrane and its Keggin structure was not destroyed. The photocatalytic efficiency of the sandwich membranes were much higher (≥87.2%) than that of H3PW12O40 only (15.6%) and H3PW12O40/PMMA composite nanofibrous membrane (11.6%) in the degradation of methyl orange (MO) under ultraviolet irradiation. It may be caused by two factors: one was the photoreduction mechanism induced by the electron donating from PA6 to H3PW12O40, the other was the double contact area between H3PW12O40 and MO due to the sandwich structure of the laminated membrane. What is noteworthy is that the sandwich membranes were stable in water, so that they could be easily separated from the aqueous MO solution and reused without appreciable losses in photocatalytic activity after three photocatalytic cycles. In view of this, H3PW12O40/PMMA/PA6 sandwich nanofibrous membrane is promising as a photocatalyst to remove organic pollutants from practical wastewater.