A thin PVA/FeCl_3 composite fiber was prepared by using sol-gel processing and electrospinning techniques. A nanofiber of α-Fe_2O_3 with the diameter of 50_150 nm was obtained via high temperature calcination of the PVA/FeCl_3 composite fiber. The material was characterized by infra-red(IR) spectroscopy, X-ray diffraction(XRD), and scanning electron microscopy(SEM). The results show that the fiber after the calcination at 700 ℃ was a pure α-Fe_2O_3 nanofiber.