Wearable electronics, such as sensors, actuators, and supercapacitors, have attracted broad interest owing to their promising applications. Nevertheless, practical problems involving their sensitivity and stretchability remain as challenges. In this work, efforts were devoted to fabricating a highly stretchable and sensitive strain sensor based on dip-coating of graphene onto an electrospun thermoplastic polyurethane (TPU) nanofibrous membrane, followed by spinning of the TPU/graphene nanomembrane into an intertwined-coil configuration. Owing to the intertwined-coil configuration and the synergy of the two structures (nanoscale fiber gap and microscale twisting of the fiber gap), the conductive strain sensor showed a stretchability of 1100%. The self-inter-locking of the sensor prevents the coils from uncoiling. Thanks to the intertwined-coil configuration, most of the fibers were wrapped into the coils in the configuration, thus avoiding the falling off of graphene. This special configuration also endowed our strain sensor with an ability of recovery under a strain of 400%, which is higher than the stretching limit of knees and elbows in human motion. The strain sensor detected not only subtle movements (such as perceiving a pulse and identifying spoken words), but also large movements (such as recognizing the motion of fingers, wrists, knees, etc.), showing promising application potential to perform as flexible strain sensors.