The use of natural polymers such as sericin (SS) and chitosan (Ch) for developing biomaterials has increased in tissue engineering. To ensure adequate biointegration with the biological environment, the method used to obtain the biomaterial plays an important role, which is why the electrospinning technique has been employed due to its versatility with regard to emulating the native extracellular matrix. The present study evaluated the influence of electrospinning parameters on the morphological, chemical, and thermal properties of polycaprolactone (PCL), Ch, and SS composite membranes. To achieve this, experiments were designed with varying manufacturing parameters and SS concentrations. The membranes were then characterized by scanning electron microscopy (SEM), Fourier transforms spectrophotometry (FTIR), and thermogravimetric analysis (TGA). SEM images showed that the electrospinning conditions and SS concentrations allow the development of electrospun membranes with high fibrillar density randomly oriented and fiber diameters below 100 nm. Likewise, the spectra and thermograms of the composite membranes show the possible chemical interactions and thermal behavior, demonstrating the homogeneity and stability of the fibrillar structure.