Polymer nanofibers have garnered significant attention due to their nanoscale size effects. When their diameter is below ~1 μm, mechanical and thermal properties such as Young’s modulus, tensile strength, and thermal conductivity are enhanced by several times to several orders of magnitude. This notable enhancement in the material properties coupled with their intrinsic properties such as low density, chemical resistance, and biocompatibility open applications in tissue engineering, sensors, textiles, composite reinforcements, ballistic armors, thermal management and other areas. The objective of this thesis is to study the thermal, mechanical and thermo-mechanical properties of individual nanofibers and couple the properties with their molecular structure. Stress-induced crystallization using two-stage tip drawing technique is known to produce highly crystalline and oriented polymer nanofiber. However, it is time-consuming, low yield and lacks consistency. In this thesis, a local stretching technique is developed to produce highly crystalline and oriented polyethylene nanofibers consistently. Microstructure characterization using a transmission electron microscope (TEM) and micro-Raman analysis verified the evolution of microstructure from semi-crystalline to highly crystalline from microfiber to nanofiber. The thermal transport in PE microfibers and nanofibers was studied using a previously demonstrated suspended micro-thermal device. Temperature-dependent thermal conductivity was measured over a broad temperature range from 20 K to 560 K. PE thermal conductivity increased from the bulk to the microfiber and then to the nanofiber form, consistent with an increase in crystallinity and molecular orientation. The PE nanofiber thermal conductivity increased with increasing temperature following an unusual ~T1 trend below 100 K, peaked around 130–150 K reaching a metal-like value of 90 W m-1 K-1, and then decayed as T-1. It was found that thermal transport in aligned PE chain bundles is highly anisotropic and is dominated by the chain backbone since the inter-chain Van der Waals interactions are much weaker than the covalent bonding along the backbone. The thermal contact resistance between a PE nanofiber and the suspended thermal device was found to be significant. A capillary-induced van der Waal contact method was developed to enhance grip and thermal contact. The experimentally measured thermal contact resistance was found to be consistent with the thermal contact resistance predicted using a line contact model. A fully reversible thermal switching was discovered at 430 K in crystalline PE nanofibers due to a temperature-induced structural phase transition from the orthorhombic to the hexagonal lattice structure. The phase transition introduces segmental rotational disorder along the chain and leads to a switching factor (i.e., the ratio between on-state high and off-state low thermal conductance values) as high as 10 before and after the phase transition, which exceeds any previously reported experimental values for solid-solid or solid-liquid phase transition of materials. The phase transformation was found to be thermally stable. A high-performance nanoscale thermal diode was fabricated by creating a heterogeneous amorphous-crystalline PE nanofiber junction. A thermal rectification factor of 25 % was achieved, comparable to the existing solid-state nanoscale thermal diodes based on carbon nanotubes, boron nitride nanotubes, graphene and VO2 nanobeams. The tensile strength of individual PE nanofiber was tested in tension using a microelectromechanical system (MEMS) based device with an on-chip actuator. Since the crystalline polymer is sensitive to high-energy electron beams, an optical metrology based on subpixel pattern matching was employed. In the tensile tests, PE nanofibers could not be firmly gripped using a variety of adhesives because of the low surface energy of PE. Instead, slip occurred before they were tested to failure. A microscale dog bone shape on a PE nanofiber was fabricated to provide additional grip by mechanical locking. The tensile strength of 11.4 ± 1.1 GPa was obtained for the nanofiber with a diameter of 85 nm. To our knowledge, this is the highest measured tensile strength for any polymer-based fiber including carbon fiber, Zylon, Kevlar and nylon fibers. Polymer nanofibers exhibit viscoelastic behavior which is both dependent on time and temperature. A variable stress-based creep measurement technique was developed to remove the necessity of the feedback to keep a creep stress constant. From the temperature-dependent creep compliance curves, a master curve spanning 30 years was developed for polyacrylonitrile (PAN) nanofibers. A thin nanofiber (150 nm) exhibited an order of magnitude less creep compared to a thick fiber (250 nm) after 30 years at room temperature. The reduction in creep compliance for the thin fiber was attributed to the increased orientation within the core molecules. After removing the orientation of core PAN molecules by the exposure to high energy electron beam, higher creep compliance than that of the oriented sample was obtained. This was because of the globally lesser orientation of the PAN molecules.