Flexible and freestanding poly(methyl methacrylate) nanofibers containing the upconversion nanoparticles (UCNPs) of lanthanide-doped sodium yttrium fluoride have been successfully fabricated via an electrospinning process. The UCNPs in nanofibers commonly formed chain-like aggregates aligned along the fiber axes. The effect of the electrospinning process on the upconversion properties of the embedded UCNPs was explored by characterizing the time evolution of the upconversion emission following pulsed near-infrared excitation. Our study revealed that there is only a slight reduction of upconversion efficiency for the UCNPs in electrospun nanofibers, indicating that upconversion properties of the UCNPs are largely preserved in the nanofibrous films. The prepared upconversion nanocomposites (in the form of nanofibrous films) with controlled morphologies, structures, and properties could be useful for broad photonic applications.