Nanofibres have gained increasing attention due to their advantages of having a high porous structure, narrow pore size and distribution, and a high specific surface area. One of the most efficient techniques for producing nanofibres is via electrospinning. Nanofibres are currently being used in various fields, including water filtration. Although nanofibres possess the ability to filter various components, the fibres generally have a low mechanical strength that can mitigate the performance over time. Therefore, in overcoming this issue, several studies have focused on improving the strength of the nanofibre membranes for a water filtration application. This review discusses the advantages and challenges of nanofibres for water filtration membranes and summarises the methods to increase the strength of the membranes, including solvent vapour, thermal treatment, and chemical crosslinking.