Conductive polymer composite based strain sensors have promising applications in the fields of artificial skin, wearable health-care device, etc. However, fabrication of strain sensors with good stretchability, anti-corrosion, excellent durability and reliability remains challenging. In this work, a superhydrophobic strain sensor based on conductive thermoplastic polyurethane/carbon nanotubes/polydimethylsiloxane (TPU/CNTs/PDMS) was prepared by ultrasonication induced CNTs decoration onto the electrospun TPU nanofiber surface, followed by the PDMS modification. Uniformly dispersed CNTs on the nanofiber surface with a hierarchical structure construct the conductive network. The PDMS layer with a low surface energy endows the nanofiber composite with superhydrophobicity thus anti-corrosion property. The introduction of CNTs/PDMS improves both the Young's modulus, tensile strength and the elongation at break. The superhydrophobicity and conductivity can be maintained after the cyclic stretching-releasing test, displaying excellent durability. When used as a wearable strain sensor, the nanofiber composite is capable of detecting body motion and could work even under harsh conditions (moisture, acid and alkaline environment), showing promising application in wearable electronics.