Activated carbon nanofibers (ACNFs) were prepared by electrospinning polyacrylonitrile solutions, and subsequent steam activation process. The ACNFs were characterized by scanning electron microscope, X-ray photoelectron spectroscopy and nitrogen adsorption at 77 K. The adsorption equilibrium data for benzene and ethanol were obtained by using static vapor adsorption system. As-prepared ACNFs demonstrate higher adsorption capacities for volatile organic compounds (VOCs) than activated carbon fibers (ACFs) by virtue of smaller diameter and more available adsorption sites on the surface. The adsorption performance of ACNFs increases with the burn-off, as a result of the increased microporosity. In addition, it is noteworthy that surface chemistry has an important effect on the adsorption of polar VOCs. The ACNF with higher oxygen content has a stronger adsorption tendency for ethanol.