Dry-spinning method is extensively employed in fiber industry, comparing to the counter-part of wet-spinning process, it has advantages of environmentally friendly, high yield rate and no need for purification. Here, we report the synthesis of graphene oxide (GO) fibers via dry spinning GO inks with extremely high concentrations. The proper rheology properties of such GO inks allow us to dry spin GO fiber directly. Various dry spinning conditions are investigated, and the relationship between mechanical performance and micro-structure of the obtained GO fiber are established. We found that the existence of larger GO liquid crystal domains does not necessarily result to higher mechanical properties, and it is because those large GO liquid crystal domains evolve into thick GO films during drying process and thus prevent the intimate compaction of the whole GOF and leave behind gaps. This is detrimental for the mechanical properties, and thus the dry spin GOF are much weaker than that of wet spin ones. Importantly, Barus effects, that generally arise during the melt spinning of polymers, were not observed, indicating that caution must be taken when classical polymer rheology theories are applied to investigate the dynamic behaviors of GO solution.