This study aims to develop optimal cross-linked electrospun gelatin–glycerol (GEL-GLY) nano-fibrous mats suitable for tissue engineering and wound dressing applications. The optimized procedure involves heating the gelatin and gelatin–glycerol solutions up to 90 °C. The electrospinning process was performed, followed by further cross-linking of electrospun films in a container containing glutaraldehyde (GTA) vapor. The results of X-ray diffraction (XRD), Fourier transformed infrared (FTIR), and Differential thermal analysis (DTA) confirmed that heating gelatin solution up to 90 °C in the presence of glycerol affected the cross-linking efficiency and interactions between GTA molecules and gelatin chains. Scanning Electron Microscope (SEM) analysis showed that GEL-GLY nano-fibrous mats with weight ratios less than or equal (12:3 w/w) exhibited a regular morphology with defect free in addition to increasing the degradation time, cross-linking efficiency, and swelling degree of electrospun gelatin/glycerol.