The development of fibre composites in recent years has been remarkably strong, owing to their high performance and durability. Various advancements in fibre composites are emerging because of their increased use in a myriad of applications. One of the popular processing methods is additive manufacturing (AM), however, polymer-fibre composites manufactured through AM have a significantly lower strength compared to the conventional manufacturing processes, for instance, injection moulding. This article is a comprehensive review of the mechanical testing and performance analysis of polymer-fibre composites fabricated through AM, in particular fused deposition modelling (FDM). The review highlights the effect of the various processing parameters, involved in the FDM of polymer-fibre composites, on the observed mechanical properties. In addition, the thermal properties of FDM based fibre composites are also briefly reviewed. Overall, the review article has been structured to provide an impetus for researchers in the concerned engineering domain to gain an insight into the mechanical properties of fibre-reinforced polymeric composites manufactured through AM.