This chapter focuses on polymer micro/nanofibre (PMNFs) waveguides and their applications in sensing applications. The PMNFs are functionalized by doping with dyes or blending with solvated polymers before the drawing process. Based on the evanescent wave-coupling technique, the excitation light is efficiently coupled into the PMNFs using silica-fibre tapers and guided along the long-length PMNF waveguides. Due to the tight confinement, the interaction of light with PMNFs is significantly enhanced. Intriguing advantages such as enhanced excitation efficiency, low excitation power operation and high photostability are obtained. On the basis of the optical response when exposed to specimens, functionalized PMNFs are used for humidity, NO2, and NH3 detection with high sensitivity and fast response. By using a simple and low-cost nanoimprinting technique, PMNF Bragg gratings are also demonstrated for strain sensing with a high sensitivity of −2.5 pm/μe.