Studies have demonstrated the protective effect of milk fat globule membrane (MFGM) on probiotics in harsh environments. However, currently, there are no reports on the encapsulation of probiotics using MFGM. In this study, MFGM and pullulan (PUL) polysaccharide fibers were prepared by electrostatic spinning and used to encapsulate probiotics, with whey protein isolates (WPI)/PUL as the control. The morphology, physical properties, mechanical properties, survival, and stability of the encapsulated GG (LGG) were studied. The results showed that the MFGM/PUL solution had significant effects on pH, viscosity, conductivity, and stability. Electrostatic spinning improved the mechanical properties and encapsulation ability of the polymer formed by MFGM/PUL. LGG encapsulated in MFGM/PUL nanofibers survived rate was higher than WPI/PUL nanofibers in mimic intestinal juice, which could be attributed to the phospholipid content contained in MFGM. These results demonstrate that MFGM is a promising material for probiotic encapsulation, providing an important basis for the potential use of MFGM/PUL nanofibers as a robust encapsulation matrix.