Electrically conductive nanofiber is well known as an excellent nanostructured material for its outstanding performances. In this work, poly(3,4-ethylenedioxythiophene) (PEDOT)-coated polyvinyl alcohol-graphene oxide (PVA-GO)-conducting nanofibers were fabricated via a combined method using electrospinning and electropolymerization techniques. During electrospinning, the concentration of PVA-GO solution and the applied voltage were deliberately altered in order to determine the optimized electrospinning conditions. The optimized parameters obtained were 0.1 mg/mL of GO concentration with electrospinning voltage of 15 kV, which displayed smooth nanofibrous morphology and smaller diameter distribution. The electrospun PVA-GO nanofiber mats were further modified by coating with the conjugated polymer, PEDOT, using electropolymerization technique which is a facile approach for coating the nanofibers. SEM images of the obtained nanofibers indicated that cauliflower-like structures of PEDOT were successfully grown on the surface of the electrospun nanofibers during the potentiostatic mode of the electropolymerization process. The conductive nature of PEDOT coating strongly depends on the different electropolymerization parameters, resulting in good conductivity of PEDOT-coated nanofibers. The optimum electropolymerization of PEDOT was at a potential of 1.2 V in 5 min. The electrochemical measurements demonstrated that the fabricated PVA–GO/PEDOT composite nanofiber could enhance the current response and reduce the charge transfer resistance of the nanofiber.