The objective of this research was to incorporate grape seed extract (GSE) into electrospun nanofibers produced from rye flour, whey protein concentrate (WPC), and polyethylene oxide (PEO). The effects of rye flour concentration (4% and 6%) and heating methods (conventional and microwave) on the properties of solutions and nanofibers were studied. Rheology results showed that microwave-heated solutions containing 6% rye flour had higher viscosity. According to the SEM images, the developed fibers obtained from this solution had larger diameter as compared to the ones obtained from conventionally heated solutions. Microwave pretreatment resulted in beadless and homogeneous fibers. GSE addition had a positive effect on viscosity and diameter size of microwave-heated samples. The physical and thermal properties of GSE encapsulated nanofibers were determined by X-ray diffraction (XRD), water vapor permeability (WVP), differential scanning calorimeter (DSC), thermogravimetric analyzer (TGA), and Fourier transform infrared (FTIR) analyses. The GSE addition made strong interactions within polymer matrix which improved thermal stability of films. Although GSE was not so stable at high pH environment, antioxidant activities of GSE containing samples with 4% and 6% rye flour were found to be 41.62 and 42.78%, respectively. GSE loading efficiency of electrospun nanofibers was improved with increasing rye flour concentration from 54.16 to 61.15%, and loading efficiency was improved with increased rye flour content. The results showed that rye flour and GSE are good candidates for electrospinning application, and their nanofiber films can be suggested to be used in combination with other materials as multilayered packaging.