In order to investigate the forming process of multi-needle liquid-bath electrospun nanofiber filaments, nanofiber filaments were prepared using the multi-needle liquidbath electrospinning method in this chapter. The effect of auxiliary electrode on jet state, and bundling and drawing processes of nanofibers were studied. The results show that the forming process of nanofiber filaments was mainly influenced by electrostatic field interference, bundling process, and drawing process, including two processes: forming process of as-spun nanofiber filaments and post-drawing process. In the forming process of as-spun nanofiber filaments, when the auxiliary electrode was added, the electrostatic field interference between needles reduced, inducing the decrease of jet offsets and the enhancement of Taylor cone and jet stability, and nanofibers with skin-core structure were finally deposited on the bath in good condition. The bundling process of nanofiber filament was divided into three processes: wet process, wet-dry process, and dry process; the structure transformation of nanofiber filaments mainly occurred in the wet process. In the post-drawing process, the crystallinity and alignment degree of nanofibers increased, and nanofiber diameter decreased. The initial modulus and breaking stress of filaments increased while the breaking strain of filaments decreased. Finally, nanofiber filaments were produced with better structures and properties.