A new route to high-performance electrospun polymer fibers was developed using a self-bundling electrospinning technique combined with post-treatments such as stretching and annealing under conditions similar to those used for conventional fibers. Self-bundled electrospun PAN fiber yarns were characterized by SEM, mechanical tests, polarized FT-IR spectroscopy and WAXD. The obtained results revealed that the PAN nanofiber yarns possessed enhanced alignment, a higher degree of crystallinity and higher molecular orientation after treatments, resulting in a remarkable improvement in mechanical performance, approaching the strength value of the corresponding conventional fibers.