For the enhancement of protein's bioavailability, a specific delivery system was developed by coaxial electrospinning. Bovine serum albumin (BSA) was used as protein model, and the core-sheath fiber mat was fabricated using sodium alginate as shell layer and the BSA-loaded chitosan nanoparticle that was prepared previously as core layer. By optimizing electrospinning parameters, uniform fibers with diameters ranging from 200-600 nm were obtained, and transmission electron microscopy and confocal laser scanning microscopy revealed their core-sheath structures. Fourier transform infrared spectroscopy (FTIR) analysis demonstrated that there existed molecular interaction between components, which enhanced the mat's thermal stability and mechanic property. It was found that the predominant release mechanism of BSA from fiber mat was erosion, and little change occurred in the secondary structure of encapsulated BSA indicated by FTIR and circular dichroism analysis. The study shows that the obtained fiber mat is a potential delivery system for protein.