Electrospinning is a simple, quick, inexpensive and effective technique to produce continuous nanofibers (NFs) that are widely used in many research areas. This review focuses on the recent development of electrospun NFs-based electrochemical sensors. The preparation processes and characterization methods of electrochemical sensors are briefly introduced. The most relevant applications of electrochemical sensors on the detection of biomolecules using bare electrodes or NFs-based electrodes are thoroughly discussed. The main strengths and weaknesses of NFs-based electrochemical sensors are critically evaluated. The potential development and applications of the electrospun NFs-based electrochemical sensors are also discussed.