Personal thermal management is a novel topic that researchers are focusing on to enhance individual thermal comfort and reduce energy consumption. The body’s thermal comfort is achieved by controlling the heat dissipation generated by the body under various environmental conditions. Body heat is dissipated through conduction, convection, evaporation, and radiation (Body thermal radiation range is 5–15 µm). Different methods exist to control these heat loss pathways, either individually or in combination. In typical indoor conditions, thermal radiation loss accounts for approximately 50% of the body’s total heat dissipation. Therefore, this study focused on exploring methods to control this specific pathway. This research has paid significant attention to the development of membranes that can reflect thermal radiation. In this context, electrospinning technology was selected for membrane fabrication due to its ability to produce thin and breathable membranes because of high porosity. Polyacrylonitrile (PAN) was chosen as a substrate because it does not absorb body thermal radiation and Zinc Oxide (ZnO) particles were chosen due to the reflection of thermal radiation. This study evaluated the effect of electrospun nanofibers diameter and ZnO concentration (0–70 wt.%) on the optical and thermal properties of the PAN/ZnO membranes. Thermal camera and Fourier Transform Infrared Spectroscopy (FTIR) tests showed that increasing nanofibers diameter from 365 ± 30 nm to 729 ± 57 nm and ZnO concentration from 0 to 70 wt.% resulted in greater thermal radiation reflection. Additionally, these electrospun membranes exhibited smart behavior, reflecting thermal radiation toward the skin model in a simulated cold environment (15 ℃, 65% RH), resulting in a 1.6 ℃ radiative heating effect. In contrast, they reflected thermal radiation outward in a simulated warm environment (40 ℃, 65% RH), causing a 3 ℃ radiative cooling effect. These results demonstrated that these smart membranes could be used to provide personal thermal comfort in both cold and hot environments without energy consumption.