A novel enzyme sensor based on CdSe quantum dots (QDs)/polycaprolactone (PCL) composite porous fibers has been prepared via a simple electrospinning method. We choose PCL, a biocompatible polymer, as the host polymer for the electrospun fibers and prepare CdSe QDs as sensing probes. Experiments demonstrate that the CdSe QDs are miscible and chemically inert to PCL in the electrospinning solvent mixture containing N,N-dimethylformamide and chloroform. Therefore, the CdSe QDs are uniformly distributed within the PCL fibers, leading to good preservation of their original fluorescence properties. In addition, secondary porous structures of the fibers are produced by introducing a porogen to accelerate inner-fiber analyte diffusion and increase the sensitivity of this sensor. These prepared fluorescent fibers can be reversibly quenched by nicotinamide adenine dinucleotide (NAD) due to the electron transfer (ET) process between NAD and the CdSe QDs. Based on the films formed by these fibers and an enzyme-catalyzed reaction for converting NAD to its reduced form NADH, this sensor has successfully realized the fluorescence turn-on detection of an NAD-dependent enzyme, lactate dehydrogenase (LDH). The detection time is only 10 min per sample, and linear calibration plots of the activity of LDH are obtained from 200–2400 U L⁻¹. These QD composite porous fibers can be developed as a facile, rapid, sensitive and stable NAD-dependent enzyme detection platform and may find more applications in novel optical devices.