In this study, we used core-shell electrospinning to fabricate cellulose acetate-poly(N-isopropylacrylamide) (CA-PNIPAM) fibrous membranes and demonstrated the ability of these fibers to capture water from a high humid atmosphere and release it when thermally stimulated. The wettability of the fibers was controlled by using thermoresponsive PNIPAM as the shell layer. Scanning electron and fluorescence microscopes are used to investigate the microstructure of the fibers and confirm the presence of the core and shell phases within the fibers. The moisture capturing and releasing ability of these core-shell CA-PNIPAM fibers was compared with those of the neat CA and neat PNIPAM fibers at room temperature as well as at an elevated temperature. At room temperature, the CA-PNIPAM core-shell fibers are shown to have the maximum moisture uptake capacity among the three samples. The external temperature variations which trigger the moisture response behavior of these CA-PNIPAM fibers fall within the range of typical day and night cycles of deserts, demonstrating the potential use of these fibers for water harvesting applications.