Graphene fiber (GF) is of practical importance because it integrates the remarkable properties of individual graphene sheets into useful, macroscopic ensembles that possess the common characteristics of fibers, such as mechanical flexibility for textiles, while maintaining the unique advantages over conventional carbon fibers, such as low cost, light weight, shapeability and ease of functionalization in an in situ or post-synthetic manner for various applications. In this review, we judiciously summarize the significant advances in GFs achieved by our group and others in recent years, including the tunable and controllable preparation of GFs with functionality and their remarkable applications for unconventional devices, such as flexible fiber-type actuators, robots, motors, photovoltaic cells and supercapacitors.