A new manufacturing process for thermoplastic (TP) composite parts has been used to produce conical anisogrid composite lattice structure (ACLS). An out-of-autoclave (OOA) process has been prototyped by using the compaction exerted by a heat-shrink tube after its exposition to heat in oven. Narrow thermoplastic prepreg tapes have been wounded on a metallic conical patterned mold at room temperature; then, the conical structure has been inserted in the heat-shrink tube and heated. TP unidirectional prepreg tapes have been used with polypropylene matrix and glass fibers. After molding, the TP ACLS has been tested under axial and transverse compression. Conical adapters were used in the transverse loading condition to allow uniform application of the load. Density measurement has been also performed to assess the quality of the OOA process. Results of this study show that TP ACLS with complex shape may be produced with OOA solutions without affecting mechanical performance. In fact, porosity levels of the consolidate ACLS are comparable with the initial prepreg despite of the absence of vacuum during molding. Moreover, high compressive stiffness was measured along both directions without observing damages, buckling or cracks in multiple tests. In the future, this kind of technology could be used for larger ACLSs by substituting the heat-shrink tube with a narrow tape to be wound as well after lamination.