Self-assembling peptides (SAPs) have been shown to offer great promise in therapeutics and have the ability to undergo self-assembly and form ordered nanostructures. However SAP gels are often associated with inherent weak and transient mechanical properties and incorporation of them into polymeric matrices is a route to enhance their mechanical stability. The aim of this work was to incorporate P11-8 peptide (CH3COQQRFOWOFEQQNH2) within poly(ε-caprolactone) (PCL) fibrous webs via one-step electrospinning, aiming to establish the underlying relationships between spinning process, molecular peptide conformation, and material internal architecture. Electrospinning of PCL solutions (6% w/w) in hexafluoro-2-propanol (HFIP) containing up to 40 mg mL−1 P11-8 resulted in the formation of fibres in both nano- (10–100 nm) and submicron range (100–700 nm), in contrast to PCL only webs, which displayed a predominantly submicron fibre distribution. FTIR and CD spectroscopy on both PCL/peptide solutions and resulting electrospun webs revealed monomeric and β-sheet secondary conformation, respectively, suggesting the occurrence of peptide self-assembly during electrospinning due to solvent evaporation. The peptide concentration (0 → 40 mg mL−1) was found to primarily affect the internal structure of the fabric at the nano-scale, whilst water as well as cell culture medium contact angles were dramatically decreased. Nearly no cytotoxic response (>90% cell viability) was observed when L929 mouse fibroblasts were cultured in contact with electrospun peptide loaded samples. This novel nanofibrous architecture may be the basis for an interesting material platform for e.g. hard tissue repair, in light of the presence of the self-assembled P11-8 in the PCL fibrous structure.