Here we show that thermodynamic instabilities during electrospinning of polymer blends of poly(ethyl cyanoacrylate) (PECA) and polycaprolactone (PCL) in a ternary solvent system (acetone/chloroform/acetonitrile) induce the formation of hierarchical composite fibres with dual porosity. The analysis of the surface and cross-section of the PECA-PCL fibres reveals that, differently from previous works, the electrospun fibres are formed of two distinct morphologies: half of the fibre exhibits parallel and elongated grooves; whereas the other half has near-circular shaped pores. Porosity is present throughout the fibre volume with some regions being hollow. The occurrence of this novel architecture is investigated using different solvent systems and a dual phase separation mechanism is proposed. Porous fibres with a hierarchical porous structure are beneficial in many fields, including biomedical, environmental and energy related applications.