Wound dressings should ideally be able to maintain high humidity, remove excess wound exudate, permit thermal insulation, provide certain mechanical strength, and in some cases deliver antibiotics to prevent infections. Until now, none of the existing wound dressing products can meet all these requirements. To design a wound dressing with as many of the aforementioned features as possible, in this study, we attempted to prepare ciprofloxacin (CIP), an antibiotic, loaded electrospun hydrophobic poly (lactic-co-glycolic acid) (PLGA) fibrous mats modified with hydrophilic sodium alginate (ALG) microparticles. The results showed that ALG could improve the wettability, water absorption capacity, and enhance the release rate of ciprofloxacin from the PLGA fibrous mats. In addition, the addition of ALG reduced the stiffness of PLGA fibrous mats for better protection of the injured area as indicated by the Young’s modulus. Moreover, the burst release of CIP resulted from the addition of ALG seemed to provide an improved antimicrobial effect to the PLGA mats. This study demonstrated the potential of combining hydrophilic and hydrophobic polymers to design the desired wound dressings via the electrospinning process.