Electrospinning is a facile technique to fabricate nanofibrous materials with adjustable structure, property, and functions. Electrospun materials have exhibited wide applications in the fields of materials science, biomedicine, tissue engineering, energy storage, environmental science, sensing, and others. In this review, we present recent advance in the fabrication of nanoparticles (NPs)-based materials interfaces through electrospinning technique and their applications for high-performance sensors. To achieve this aim, first the strategies for fabricating various materials interfaces through electrospinning NPs, such as metallic, oxide, alloy/metal oxide, and carbon NPs, are demonstrated and discussed, and then the sensor applications of the fabricated NPs-based materials interfaces in electrochemical, electric, fluorescent, colorimetric, surface-enhanced Raman scattering, photoelectric, and chemoresistance-based sensing and detection are presented and discussed in detail. We believe that this study will be helpful for readers to understand the fabrication of functional materials interfaces by electrospinning, and at the same time will promote the design and fabrication of electrospun nano/micro-devices for wider applications in bioanalysis and label-free sensors.