In this study, shell-core fibers were successfully prepared by using Eudragit S100 (ES100) and poly(vinyl alcohol) (PVA)/pectin (PEC) through coaxial electrospinning technology. The electrospun fiber was characterized by attenuated total reflectance-Fourier transform infrared spectroscopy (ATR-FTIR) and X-ray diffraction (XRD). Thermo-gravimetric analysis (TGA) showed that the coaxial electrospun fiber encapsulated with Lactobacillus rhamnosus 1.0320 (L. rhamnosus) had higher thermal stability than the electrospun fiber prepared by uniaxial electrospinning. L. rhamnosus encapsulated by coaxial electrospun fiber maintained 90.07% and 91.96% survivability in simulated gastric and intestinal fluids. After continuous simulated gastrointestinal fluid treatment, the survival rate of L. rhamnosus encapsulated by coaxial electrospun fiber was 81.40%. The results indicate that shell-core fiber-encapsulated probiotics can improve the tolerance of probiotics to the harsh environment of gastrointestinal tract. The fiber prepared in this study can be applied to the preparation of functional fermented food such as probiotic yogurt fermentation in the future.