Photothermal therapy is a promising treating method for cancers since it is safe and easily controllable. Black phosphorus (BP) nanosheets have drawn tremendous attention as a novel biodegradable thermotherapy material, owing to their excellent biocompatibility and photothermal properties. In this study, silk fibroin (SF) was used to exfoliate BP with long-term stability and good solution-processability. Then, the prepared BP@SF was introduced into fibrous membranes by electrospinning, together with SF and polylactic-co-glycolic acid (PLGA). The SF/PLGA/BP@SF membranes had relatively smooth and even fibers and the maximum stress was 2.92 MPa. Most importantly, the SF/PLGA/BP@SF membranes exhibited excellent photothermal properties, which could be controlled by the BP@SF content and near infrared (NIR) light power. The temperature of SF/PLGA/BP@SF composite membrane was increased by 15.26 °C under NIR (808 nm, 2.5 W/cm) irradiation for 10 min. The photothermal property of SF/PLGA/BP@SF membranes significantly killed the HepG2 cancer cells in vitro, indicating its good potential for application in local treatment of cancer.