3D printing is a layer-by-layer forming additive manufacturing technology. Fiber reinforced polymer composites are advanced structural materials with excellent mechanical performance. Combining 3D printing technology and fiber reinforced polymer composites, this paper proposes a novel composite preparation process which will certainly promote their development and applications. This paper reviews and analyzes the current research progress and difficulties of 3D printing for fiber reinforced polymer composites, and meanwhile, presents a new 3D printing process for continuous fiber reinforced thermosetting polymer composites. This process separated the whole preparation into three independent modules, including fiber impregnating, 3D printing and pre-formed sample curing. Relevant experimental equipments were designed and built independently, and the 3D printed samples were successfully fabricated. The mechanical test results showed that the tensile strength and tensile modulus of these (52% fiber content) specimens were 1325.14MPa and 100.28GPa, respectively. The flexural strength and flexural modulus were 1078.03MPa and 80.01GPa, respectively. The interlaminar shear strength was 58.89MPa. The mechanical performance had been greatly improved.