New ceramic electrospun fibres, SiO₂ nano-particles covered ZrO₂ fibres (SiO₂@ZrO₂), are facilely fabricated, which have many hydroxyl groups on the surfaces, and their diameters and chemistries are controllable. Based on this, novel SiO₂@ZrO₂/cyanate ester composites with desirable interfacial adhesion were prepared, completely overcoming the drawback of ZrO₂/cyanate ester composites; moreover, the SiO₂@ZrO₂/cyanate ester composites show much higher storage moduli and glass transition temperatures as well as lower dielectric constants and losses than ZrO₂/cyanate ester composites. These interesting results originate from the double effects of the unique structure of SiO₂@ZrO₂ fibres. Specifically, the active groups on the surfaces of SiO₂@ZrO₂ fibres bring the chemical bonding with the matrix, while SiO₂ particles on the ZrO₂ fibres provide physical interlocking between the matrix and fibres. These attractive properties of SiO₂@ZrO₂/cyanate ester composites suggest that the method proposed herein is effective to prepare electrospun fibres with unique and controllable structure as well as high-performance ceramic/polymer composites.