The controlled release packaging system has been considered as an efficient strategy for drug delivery, but the contradiction of instability and release difficulty after encapsulation of natural active compound is unsolved. In this research, tea saponin was embedded into the cavity of β-cyclodextrin polymer (β-CDP) to form a stable inclusion complex and then successfully constructed the nanofibers by electrospinning. The optimal polymer substrates (polyacrylonitrile, 0.1 g β-CDP, 0.03 g tea saponin, dendritic mesoporous silica nanoparticles (DMSNs) 3.75 wt% of the mass of PAN) were obtained to fabricate the TS/PAN@ β-CDP-DMSNs with a typical nanofiber structure with uniform diameter distribution and high porosity. The nanofiber exhibited a better thermal stability (270 °C), higher moisture resistance (water contact angle 126.4°) and relatively larger specific surface area. Results of the FTIR and XPS characterization indicate chemical interactions of TS/PAN@ β-CDP-DMSNs via van der Waals forces and hydrogen bonds. As a result, the tea saponin release efficiency increased from 69.30% of liposome to 81.16% of nanofiber at 36 h. Simultaneously, the antibacterial rates against Escherichia coli and Staphylococcus aureus were significantly improved compared with tea saponin and PAN@ β-CDP-DMSNs. This research provides a feasible strategy for the application of the drug delivery systems to both solve the stability and release efficiency of natural active compounds.