Kafirin (KAF), the prolamine protein from sorghum grain, is a promising resource for fabricating renewable and biodegradable materials. However, research efforts in fulfilling its potentials are still lacking. In this work, electrospun kafirin fibers from acetic acid/dichloromethane solutions were reported for the first time. Biodegradable polycarprolactone (PCL) was blended with kafirin to obtain hybrid KAF/PCL fiber mats with desirable physical properties. Hydrogen bonding between N-H group of kafirin and C=O group of PCL was detected in each formulation. Our small-angle X-ray scattering results indicated that the long spacing decreased and the space between crystalline lamellae of PCL increased with the increase of kafirin content. Compared to the hydrophobic surface of neat PCL fiber mat, KAF/PCL fiber mats with most of the blend ratios showed hydrophilic surface character, and the swelling property was composition-dependent. The fiber mats evolved from brittle ones to flexible ones with the increase of relative content of PCL. The most desirable mechanical performance was obtained at kafirin/PCL mass blend ratio of 1:2. To simulate the nutraceutical release in body fluid, carnosic acid (CA) was selected as a nutraceutical model, and release behaviors in selected KAF/PCL fiber mats were found to be diffusion controlled. While the amorphous region of kafirin dominated the release rate, PCL functioned as hydrophobic skeleton to maintain the 3D scaffold of fiber matrix. The fabricated KAF/PCL fiber mats open up new applications of underutilized cereal protein in nutraceutical delivery.