Bright CdSe quantum dots (QDs)/polycaprolactone (PCL) nanocomposite fluorescent films were fabricated by electronspinning. By using chloroform and N,N-dimethylformamide as electronspinning solvent, the oil-soluble CdSe QDs were uniformly distributed in PCL fibers, and were directly employed as optical probe without any modification processing. The fluorescences of CdSe QDs/PCL nanocomposite films were quickly quenched when the films were contacted with H2O2, solution. In the presence of glucose oxidase (GOD), the fluorescence intensities of these fluorescent films exhibit a liner change with the concentrations of glucose. The H2O2-sensitive electrospun QDs nanocomposite films are highly uniform and repeatable, demonstrating the potential to fabricate stable, sensitive and recyclable fluorescent biosensor for the detection different H2O2-generating oxidases and their substrates.