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Robust hydrophobic and superhydrophobic mixed matrix electrospun nanofibrous membranes (MM-ENMs) have been prepared from low- and high- molecular weight polyvinylidene fluoride with either multi-walled carbon nanotubes or graphene oxide nanofillers (0.05–0.5 wt%). The polymer solutions' properties, including their electrical conductivity, viscosity, and surface tension, were determined and used to guide the design of single-, dual-, and triple-layered MM-ENMs combining layers with different hydrophobic character. All MM-ENMs were subsequently prepared and characterized in terms of their morphology, hydrophobicity, mechanical properties, and direct contact membrane distillation (DCMD) performance. A thinner hydrophobic layer with a thicker hydrophilic support layer in dual-layered MM-ENMs reduced water vapor transport resistance and improved DCMD performance relative to single-layer MM-ENMs. Conversely, placing an intermediate hydrophilic layer between two hydrophobic layers in triple-layered MM-ENMs promoted water condensation (water pocket formation) and thus reduced DCMD performance. Over 10 h DCMD, the best-performing dual-layered MM-ENM allowed ultra-high permeate fluxes of up to 74.7 kg/m2 h while maintaining a stable permeate electrical conductivity of around 7.63 μS/cm and a salt (NaCl) rejection factor of up to 99.995% when operated with a feed temperature of 80°C, a permeate temperature of 20°C, and a feed solution containing NaCl at a concentration of 30 g/L.