A novel strategy for preparing high-aligned continuous Polyacrylonitrile (PAN) electrospun nanofibers yarns is introduced. The yarn is rolled up from circular deposition, which can be changed by controlling the humidity of spinning environment. High-aligned yarn is obtained with the rolling speed of 57 m/min. Very few defects are found in the received yarn. Also the as-spun yarn is drawn in hot water bath to improve its mechanical properties further. The mechanical properties and X-Ray Diffraction (XRD) tests are systematically investigated. The tensile strength of the as-spun yarn rolled with 57 m/min can reach 240 MPa, close to that of as-spun fibers from wet spinning. Furthermore, after drawn of 5 ratios, tensile strength of yarn comes to 580 MPa, which broaden the applied fields of electrospun nanofibers. In addition, the forming mechanism of yarn in the water bath is analyzed and compared with the previous work. Actually, it can be testified experimentally that PAN nanofibers yarn has the same mechanical properties as that prepared with the other approaches with the same testing conditions in this work. The continuous high-aligned electrospun nanofibers PAN yarn via circular deposition in this paper is capable of meeting the requirement of the more applications needing of high mechanical properties and alignment degree.