The invention provides a preparation method of an electrostatic spinning fibrous membrane forming an adhesion structure on a micro-nano dimension. The preparation method comprises the following steps: uniformly dispersing components forming an adhesion material in a mixed solvent to prepare a corresponding spinning solution, spinning simultaneously with a spinning solution of another polymer, and forming two fibrous membranes which are bonded with each other on a micro-nano structure: (I) the adhesion material forms relatively independent fiber yarns which run through another polymer fiber yarns to form an interpenetration network structure; and (II) the adhesion material covers the periphery of the other polymer fiber yarns to form a composite fibrous membrane. The adhesion material is partially bonded on the micro-nano dimension, so that the adjacent fiber yarns are bonded. The preparation method has the beneficial effects that the adhesion material forms the adhesion structure on the micro-nano dimension, the acting force between the adjacent fiber yarns is reinforced, and the strength of the fibrous membrane is improved; meanwhile, the synergistic effect of different polymer fiber yarns can also be promoted, and the multifunctional polymer fiber composite membrane is obtained.