The present invention is directed to a method of forming nonwoven webs comprising coated fibers. The method of forming the nonwoven web generally comprises the steps of forming fibers from a melt fibrillation process, forming at least one fluid stream containing a coating substance, applying the coating substance onto the surface of the fiber, and depositing the coated fibers on a surface to form a web. Typically, the fibers are coated in flight. Preferably, the melt fibrillation process to form the fibers is a melt film fibrillation process. A melt film fibrillation process generally includes the steps of providing a polymeric melt, utilizing a central fluid stream to form an elongated hollow polymeric film tube, and using air to form multiple nanofibers from the hollow tube. The nonwoven web may comprise a layer having a significant number of nanofibers with diameters less than one micron. The layer may comprise two or more pluralities of fiber diameter distributions wherein at least one plurality has an average fiber diameter of less than about one micron.