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 g_i-deformed AdS_5 x S^5 space-time, find the twisted boundary conditions for bosons and fermions, and use them to write down an explicit expression for the monodromy matrix. We also discuss string zero modes whose dynamics is governed by a fermionicgeneralization of the integrable Neumann model.
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