Owing to its superior durability, good biocompatibility, and high recycling capability, high-density polyethylene (HDPE) has been widely applied into making prosthetic implants, liquid permeable membranes, corrosion-resistant pipes, etc., and gains its popularity in packaging, consumer goods, and chemical industries. Injection molding and blow molding are two most common conventional processes of making HDPE products. These conventional processes, however, are considered time-consuming and labor-intensive since molds are usually needed prior to fabricating parts. Moreover, manufacturing complex-structured parts (such as lattice and cellular structures) is a challenge for these conventional manufacturing processes. Facing these problems, it is crucial to find a time- and labor-saving process, which can be used to manufacture complicated structures in a cost-effective way. Additive manufacturing (AM) is such a process that needs no mold and is more affordable to create complex and highly customized parts. Among all types of AM processes, fused deposition modeling (FDM), which is primarily designed for thermoplastic materials, seemed to be a benevolent process for fabricating HDPE parts. Based on reported publications, however, it is difficult to print HDPE materials using FDM due to the problems of warping, shrinking, and weak bonding between printed HDPE parts and the substrate. In addition, the FDM-printed HDPE parts can demonstrate defects of porosities and delamination. To improve the printability of FDM, we conducted preliminary experiments and optimized processing parameters. For the first time, we added carbon fiber (CF) into HDPE to make CF-reinforced HDPE composites (CF-HDPE) using FDM and investigated the effects of CF on part quality, microstructure characteristics, and mechanical properties (including tensile properties and dynamic mechanical properties) of CF-reinforced HDPE composites. Experimental results show that the addition of CF was beneficial for not only improving the printability of FDM and quality of printed composite parts, but also for enhancing mechanical properties (such as Young’s Modulus and ultimate tensile strength) of the parts.