In the current work, a method was proposed to fabricate strain-sensing yarns via epoxy/thiol reactions by a dip-coating method. Reduced graphene oxide (rGO) was modified with (3-mercaptopropyl)triethoxysilane, and polyurethane yarn was cross-linked with 3-glycidoxypropyltrimethoxysilane. The existence of thiol in modified rGO and epoxy in the cross-linked polyurethane yarn contributed to the formation of the covalent bond between the elastic substrate and the conductive layer, resulting in good adhesion between the substrate and the conductive layer, as well as excellent electromechanical performance. The outstanding strain-sensing performance make the prepared yarn show excellent potential in practical applications when monitoring human motions, which makes it a promising candidate for wearable sensing devices.