I just had this exact problem, it turned out to be a text file encoding problem. For me to fix it while running Xubuntu 14.04.3 LTS, I installed dos2unix and converted the script's encoding and then ran the script again using sudo and it worked fine. You can find an example below:
sudo apt-get install dos2unix -y dos2unix test.sh sudo chmod u+x test.sh && sudo ./test.sh
参考：http://unix.stackexchange.com/questions/144718/sudo-unable-to-execute-script-sh-no-such-file-or-directory