We consider classical strings propagating in a background generated by a sequence of TsT transformations. We describe a general procedure to derive the Green-Schwarz action for strings. We show that the U(1) isometry variables of the TsT-transformed background are related to the isometry variables of the initial background in a universal way independent of the details of the background. This allows us to prove that strings in the TsT-transformed background are described by the Green-Schwarz action for strings in the initial background subject to twisted boundary conditions. Our construction implies that a TsT transformation preserves integrability properties of the string sigma model. We discuss in detail type IIB strings propagating in the TsT-transformed AdS(5) x S(5) space-time and find the twisted boundary conditions for bosons and fermions. We also discuss string zero modes whose dynamics is governed by a fermionic generalization of the integrable Neumann model.