The coaxial core/shell composite electrospun nanofibers consisting of relaxor ferroelectric P(VDF-TrFE-CTFE) and ferroelectric P(VDF-TrFE) polymers are successfully tailored towards superior structural, mechanical, and electrical properties over the individual polymers. The core/shell-TrFE/CTFE membrane discloses a more prominent mechanical anisotropy between the revolving direction (RD) and cross direction (CD) associated with a higher tensile modulus of 26.9 MPa and good strength-ductility balance, beneficial from a better degree of nanofiber alignment, the increased density, and C-F bonding. The interfacial coupling between the terpolymer P(VDF-TrFE-CTFE) and copolymer P(VDF-TrFE) is responsible for comparable full-frequency dielectric responses between the core/shell-TrFE/CTFE and pristine terpolymer. Moreover, an impressive piezoelectric coefficient up to 50.5 pm/V is achieved in the core/shell-TrFE/CTFE composite structure. Our findings corroborate the promising approach of coaxial electrospinning in efficiently tuning mechanical and electrical performances of the electrospun core/shell composite nanofiber membranes-based electroactive polymers (EAPs) actuators as artificial muscle implants.