Nanofiber-based nonwoven mats produced in electrospinning setups are usually very fragile, which often limits their applicability. Yarns have the potential to enable the incorporation of nanofibers into other materials using well-established techniques such as sewing, knitting, weaving and embroidering, thus broadening the application of nanofibers. Here, we review the development of continuous yarn electrospinning processes. Amongst several possible approaches, funnel-based collector systems have been widely adopted. Here, we summarize recent developments in the field and highlight studies providing visions on how to expand that field of research in future studies of continuous yarn electrospinning.