In the present work, a direction sensitive bending strain sensor consisting of a single block of epoxy/multi-wall carbon nanotube composite was developed. Moreover, the manufacturing could be realized in a straightforward single-step processing route. The directional sensitivity to bending deformations is related to the change in electrical resistance, which becomes positive or negative, depending on the direction of bending deflection. This effect is achieved by generating a gradient in electrical conductivity throughout the material. The resistance versus strain behaviour of these devices is investigated in detail and related to the microstructure of the nanocomposites.