The present invention relates to a process of preparing a continuous filament composed of a nano fiber, wherein nano fibers are prepared by spinning a polymer spinning dope in a spinning dope main tank (20) onto the surface of water or organic solvent (4a) of a collector (4), which contains water or inorganic solvent (4a) and has a conductive material (5) with a high voltage applied sunken in the water or organic solvent (4a), through nozzles (2) with a high voltage applied, and the nano fibers are pressed, drawn, dried and wound while being pulled by a rotary roller (6) rotating at a constant linear velocity from the location spaced more than 1 cm from one end of a dropping spot. The present invention can prepare a continuous filament composed of a nano fiber by an electrospinning method and a continuous process.