With the emergence of stretchable/wearable devices, functions, such as sensing, energy storage/harvesting, and electrical conduction, should ideally be carried out by a single material, while retaining its ability to withstand large elastic deformations, to create compact, functionally-integrated and autonomous systems. A new class of trimodal, stretchable yarn-based transducer formed by coating commercially available Lycra® yarns with PEDOT:PSS is presented. The material developed can sense strain (first mode), and temperature (second mode) and can power itself thermoelectrically (third mode), eliminating the need for an external power-supply. The yarns were extensively characterized and obtained an ultrahigh (gauge factor ∼3.6 × 105, at 10–20% strain) and tunable (up to about 2 orders of magnitude) strain sensitivity together with a very high strain-at-break point (up to ∼1000%). These PEDOT:PSS-Lycra yarns also exhibited stable thermoelectric behavior (Seebeck coefficient of 15 μV K−1), which was exploited both for temperature sensing and self-powering (∼0.5 μW, for a 10-couple module at ΔT ∼ 95 K). The produced material has potential to be interfaced with microcontroller-based systems to create internet-enabled, internet-of-things type devices in a variety of form factors.