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The advancement of electrocatalytic N2 reduction reaction (NRR) toward ambient NH3 synthesis lies in the development of more affordable electrocatalysts than noble metals. Recently, various nanostructures of transition metal compounds have been proposed as effective electrocatalysts; however, they exist in the form of loose powders, which have to be immobilized on a matrix before serving as the electrode for electrolysis. The matrix, being it carbon paper, carbon cloth or metal foam, is electrocatalytically inactive, whose introduction inevitably raises the invalid weight while sacrificing the active sites of the electrode. Herein, we report on the fabrication of a flexible ZrO2 nanofibrous membrane as a novel, self-supported electrocatalyst. The heteroatom doping can not only endow the nanofibrous membrane with excellent flexibility, but also induce oxygen vacancies which are responsible for easier adsorption of N2 on the ZrO2 surface. To improve the electrocatalytic activity, a facile SILAR approach is employed to decorate it with CdS quantum dots (QDs), thereby tuning its Fermi level. To improve the conductivity, a g-C3N4 nanolayer is further deposited which is both conductive and active. The resulting hierarchically structured, self-supported electrocatalyst, consisting of g-C3N4 encapsulated ZrO2 nanofibrous membrane decorated with CdS QDs, integrates the merits of the three components, and exhibits a remarkable synergy toward NRR. Excellent NH3 yield of 6.32 × 10-10 mol·s-1·cm-2 (-0.6 V vs. RHE) and Faradaic efficiency of 12.9% (-0.4 V vs. RHE) are attained in 0.1 M Na2SO4.