In this paper, polycaprolactone (PCL)/collagen (COL) nanofibrous membranes were prepared by electrospinning to study their mechanical properties as well as biocompatibility. The surface morphology was characterized by scanning electron microscopy (SEM) to access the effect of microstructure on the mechanical properties, cytocompatibility, and enzymatic degradation behaviors. In addition, the effect of hydrophilicity of membranes on the antithrombotic properties was also investigated. The results show that tensile strength of PCL/COL10 is higher than that of other samples due to smaller fiber diameters and tight spatial interlacing of PCL/COL10 membranes. In addition, the hydrophobic surface of PCL becomes hydrophilic after the addition of collagen, which affect platelet adhesion and cytocompatibility of nanofibrous membrane samples. The addition of collagen could promote the cell proliferation as well as the enzymatic degradation rate. Overall, PCL/COL10 has good morphology, the best mechanical properties, appropriate degradation rate, and the best antithrombotic effect as well as biocompatibility.