Wound management and drug release are important applications for electrospun nanofibers. In this study, poly(vinyl alcohol)/soy protein isolate (PVA/SPI) nanofiber mats were produced by electrospinning and used as drug carriers. The mats were loaded with ketoprofen by dissolving the drug in the solutions for nanofiber electrospinning. To improve drug release control of the nanofiber mats, a natural tubular nanoparticle, sepiolite, was used as a secondary release control tool. Three types of nanofiber mats were fabricated by electrospinning the solutions prepared by 1) direct mixing of PVA, SPI, and ketoprofen, 2) direct mixing of PVA, SPI, sepiolite, and ketoprofen, and 3) mixing PVA, SPI, and ketoprofen-preloaded sepiolite. The drug release behavior of the mats was studied using UV–vis spectroscopy and the mechanical properties of the mats were investigated by tensile testing. The results showed that sepiolite had a high impact on the release of ketoprofen, with the drug-loaded sepiolite leading to the slowest release. The incorporation of SPI and sepiolite into the PVA nanofibers also increased the mechanical strength of the mats, making them easier to handle and potentially longer-lasting. This study demonstrated the potential of using natural biomaterials and nanomaterials as the components of controlled-release drug delivery vehicles.