In this study, a number of electrospun nanofibrous polystyrene (PS) filters were developed and applied for coalescing filtration of an oily wastewater stream at pilot scale. The effect of thermal treating on the morphology and performance of electrospun nanofibrous filters was studied. The initial effect of thermal treating started after 130°C and the maximum allowable thermal treating temperature observed was 150°C. The results obtained indicated that thermal treating led to the formation of uniform pore structure and pore size distribution, lower pore size, lower pore tortuosity, as well as higher coalescing filtration efficiency. Moreover, the surface roughness and surface energy decreased after thermal treating. To the best of our knowledge, this was the first attempt to use thermal treated electrospun nanofibrous PS filters at pilot-scale liquid–liquid coalescing filtration of oily wastewaters.