This study aims to improve thermal insulation by incorporating silica aerogel into PVDF-HFP nanofiber membranes. The nanofiber membranes were created using needleless electrospinning, with careful optimization of voltage and polymer concentration. Silica aerogel was synthesized via the sol-gel ambient drying method. To integrate silica aerogel particles into PVDF-HFP nanofiber two approaches were used. First, ex-situ, involving the mixing of silica aerogel particles with the PVDF-HFP polymeric solution in predetermined proportions prior to electrospinning, and in-situ, which entailed synthesizing silica aerogel within pre-fabricated PVDF-HFP nanofiber membranes. Multiple analytical tools SEM, EDX, BET, FTIR, and TGA-DSC, were used to assess the composition, microstructure, pore-size, and thermal behavior of PVDF-HFP nanofiber embedded with silica aerogel. It was evident that the in-situ method proved to be more effective in reducing the thermal conductivity, more breathable, and water repellent making it a preferred choice for extreme cold-weather protection.