Wearable sensors have been rapidly developed for application in various human monitoring systems. However, the wearing comfort and thermal properties of these devices have been largely ignored, and these characteristics urgently need to be studied. Herein, we develop a wearable and breathable nanofiber-based sensor with excellent thermal management functionality based on passive heat preservation and active Joule heating effects. The multifunctional device consists of a micropatterned carbon nanotube (CNT)/thermoplastic polyurethane (TPU) nanofiber electrode, a microporous ionic aerogel electrolyte and a microstructured Ag/TPU nanofiber electrode. Due to the presence of a supercapacitive sensing mechanism and the application of microstructuration, the sensor shows excellent sensing performance, with a sensitivity of 24.62 kPa-1. Moreover, due to the overall porous structure and hydrophobicity of TPU, the sensor shows good breathability (62 mm/s) and water repellency, with a water contact angle of 151.2°. In addition, effective passive heat preservation is achieved by combining CNTs with high solar absorption rates (85%) as the top layer facing the outside, aerogel with a low thermal conductivity (0.063 W m-1 k-1) as the middle layer for thermal insulation, and Ag with a high infrared reflectance rate as the bottom layer facing the skin. During warming, this material yields a higher temperature than cotton. Furthermore, the active Joule heating effect is realized by applying current through the bottom resistive electrode, which can quickly increase the temperature to supply controlled warming on demand. The proposed wearable and breathable sensor with tunable thermal properties is promising for monitoring and heat therapy applications in cold environments. We reported a wearable and breathable nanofiber-based sensor with excellent thermal management functionality based on passive heat preservation and active Joule heating effects.