Although electrospinning (e-spinning) has witnessed rapid development in recent years, it has also been criticized by environmentalists due to the use of organic solvents. Therefore, aqueous e-spinning (green e-spinning) is considered a more attractive technique. However, considering the poor water resistance and mechanical properties of electrospun (e-spun) nanofibers, cross-linking is a perfect solution. In this review, we systematically discuss the cross-linking e-spinning system for the first time, including cross-linking strategies (in situ, liquid immersion, vapor, and spray cross-linking), cross-linking mechanism (physical and chemical cross-linking) of e-spun nanofibers, and the various applications (e.g., tissue engineering, drug delivery, water treatment, food packaging, and sensors) of cross-linked e-spun nanofibers. Among them, we highlight several cross-linking methods, including UV light cross-linking, electron beam cross-linking, glutaraldehyde (and other commonly used cross-linking agents) chemical cross-linking, thermal cross-linking, and enzymatic cross-linking. Finally, we confirm the significance of cross-linking e-spinning and reveal the problems in the construction of this system.