Among the several additive manufacturing techniques, fused filament fabrication (FFF) is a 3D printing technique that is fast, handy, and low cost, used to produce complex-shaped parts easily and quickly. FFF adds material layer by layer, saving energy, costs, raw material costs, and waste. Nevertheless, the mechanical properties of the thermoplastic materials involved are low compared to traditional engineering materials. This paper deals with the manufacturing of composite material laminates obtained by the Markforged continuous filament fabrication (CFF) technique, using an innovative matrix infilled by carbon nanofibre (Onyx), a high-strength thermoplastic material with an excellent surface finish and high resistance to chemical agents. Three macro-categories of samples were manufactured using Onyx and continuous carbon fibre to evaluate the effect of the fibre on mechanical features of the novel composites and their influence on surface finishes. SEM (Scanning Electron Microscopy) analysis and acquisition of roughness profile by a confocal lens were conducted. Tensile and compression tests, thermogravimetric analysis and calorimetric analysis using a DSC (differential scanning calorimeter) were carried out on all specimen types to evaluate the influence of the process parameters and layup configurations on the quality and mechanical behaviour of the 3D-printed samples.