Lithium-sulfur (Li-S) batteries are recognized as a most promising energy storage technology for their high theoretical energy density, abundant sulfur resources, and environmental friendliness. Nonetheless, practical applications of Li-S batteries are currently hindered by obstacles such as the shuttle effect of lithium polysulfides (LiPSs), sluggish reaction kinetics, and the formation of Li dendrites. Heterostructured electrocatalysts can achieve synergistic adsorption-catalysis for LiPSs by regulating the component composition to accelerate sulfur electrochemical reaction and guide the uniform deposition of Li. Electrospinning technology has emerged as a versatile approach for precise fabrication of heterostructured nanomaterials, for advantages including tunable composition, controlled fiber diameter, diverse pore structures, and flexible morphological and heterogeneous interfacial design. In this contribution, the latest research progress on heterostructures constructed by electrospinning for Li-S batteries is reviewed. Initially, the definition of heterostructures is outlined and their mechanisms to promote reaction kinetics in Li-S batteries are analyzed. Subsequently, the principles and influencing factors of constructing heterostructures based on electrospinning are discussed. The application of heterostructures constructed by electrospinning in cathodes, separators, and anodes is further comprehensively discussed. Finally, the issues of heterostructures constructed by electrospinning in the application of Li-S batteries are identified, and corresponding effective solutions are provided. This review is intended to inspire the design and construction of efficient Li-S batteries.