With the rapid development in nanoscience and nanotechnology, there is an ever increasing demand for polymer fibres of diameters down to a nanometre scale having multiple functionalities. Electrospinning, as a simple and efficient nanofibre-making technology, has been used to produce polymer nanofibres for diverse applications. Electrospun nanofibres based on polymer/carbon nanotube (CNT) composites are very attractive multifunctional nanomaterials because they combine the remarkable mechanical and electronic properties of CNTs and the confinement-enhanced CNTs alignment within the nanofibre structure, which could greatly improve the fibre mechanical, electrical and thermal properties. In this chapter, we summarise recent research progress on electrospun CNTs/polymer nanofibres, with an emphasis on fibre mechanical properties and structure-property attributes. Outlook towards the challenge and future directions in this field is also presented.