Among other synthetic polymers, poly-E-caprolacton (PCL) nanofibers are one of the most popular ones, especially in tissue engineering application due to its distinct mechanical and chemical properties. However, in some cases, lacking functional group on polymer structure obstructs the covalent modification of the PCL nanofibers for the aim. Herein, polyethyleneimine (PEI) was blended with PCL polymer to provide functional amino groups on the surface of the nanofiber mat. PCL-PEI nanofiber was successfully constructed and preparation parameters were optimized. Scanning electron microscopy (SEM) and contact angle measurements were carried out to characterize the PCL-PEI nanofiber. After characterization, Gluconobacter oxydans was immobilized on the surface by the help of glutaraldehyde chemistry. Cyclic voltammetry (CV) and differential pulse voltammetry (DPV) measurements were carried out to prove the success of surface modification. In addition, scanning electron microscopy images were also taken after the immobilization of G. oxydans on PCL-PEI nanofiber mat. For the first time in this study, one microorganism was immobilized onto the electrospun nanofiber mat by covalent modification. In conclusion, PCL-PEI/G. oxydans whole-cell biosensor was tested for sensing of glucose as a model analyte.