Coaxial core/shell electrospun nanofibers consisting of ferroelectric P(VDF-TrFE) and relaxor ferroelectric P(VDF-TrFE-CTFE) are tailor-made with hierarchical structures to modulate their mechanical properties with respect to their constituents. Compared with two single and the other coaxial membranes prepared in the research, the core/shell-TrFE/CTFE membrane shows a more prominent mechanical anisotropy between revolving direction (RD) and cross direction (CD) associated with improved resistance to tensile stress for the crystallite phase stability and good strength-ductility balance. This is due to the better degree of core/shell-TrFE-CTFE nanofiber alignment and the crystalline/amorphous ratio. The coupling between terpolymer P(VDF-TrFE-CTFE) and copolymer P(VDF-TrFE) is responsible for phase stabilization, comparing the core/shell-TrFE/CTFE with the pristine terpolymer. Moreover, an impressive collective deformation mechanism of a two-length scale in the core/shell composite structure is found. We apply in-situ synchrotron X-ray to resolve the two-length scale simultaneously by using the small-angle X-ray scattering to characterize the nanofibers and the wide-angle X-ray diffraction to identify the phase transformations. Our findings may serve as guidelines for the fabrication of the electrospun nanofibers used as membranes-based electroactive polymers.