The application of polyetheretherketone (PEEK) in additive manufacturing (AM) can effectively reduce material and energy waste in the manufacturing process and help achieve lightweight parts. As a result, AM PEEK is considered an emerging technology in line with green manufacturing concepts. However, 3D-printed PEEK parts often suffer from low mechanical strength and poor surface quality due to the immaturity of the manufacturing process. Therefore, this research investigates the feasibility of improving the surface quality of 3D-printed parts by dry milling post-processing. Meanwhile, the mechanical strength of the parts is improved by optimizing the printing process parameters, and the effects of mechanical strength on milling quality are investigated. The novelty of this research is to design experiments based on the anisotropy of 3D-printed parts. For the first time, the delamination of the milling post-processing surface of 3D-printed PEEK parts is investigated. The results show that the milled surfaces of 3D-printed PEEK parts are prone to delamination problems. The printing direction has a significant effect on the quality of milling post-processing, whereas the milling directions have little effect on milling post-processing quality. The delamination problem can be significantly improved by a side milling process where the specimen is printed at 90° and then milled. Milling surface delamination is caused by the poor mechanical strength (internal bonding) of 3D-printed PEEK parts. By improving the mechanical strength of 3D-printed PEEK parts, the delamination of its milled surfaces can be significantly improved.