One of the major issues in performing 3D weaving with silicon nitride (Si3N4) fiber lies in unavoidably being subjected to wear damage. In this study, we innovatively constructed the polytetrafluoroethylene/polyoxymethylene (PTFE/POM) nanofiber membrane for the protection of Si3N4 fiber by using a two-step method. First, the POM nanofiber membrane was wrapped on Si3N4 fiber by electrostatic spinning technology, and then the PTFE coating was applied to it to form Si3N4@PTFE/POM (F Si3N4@POM) yarn. The tribological properties of F Si3N4@POM yarns with different formation speeds were evaluated. The results showed that the PTFE could gradually penetrate into the POM nanofiber membrane and form a friction-reducing layer under the normal load of 0.1–0.5 N. Meanwhile, the network structure of the POM nanofiber membrane can provide the layer with high wear resistance. During the weaving process, the layer reduces the loss of breaking strength from 7.98% to 1.65% compared with Si3N4 fiber. The study developed a composite nanofiber membrane that can self-form a friction-reducing layer to avoid wear of the ceramic fibers during the weaving process.