High thermal performance thermoplastic, poly(ether ketone ketone) (PEKK), was used as the matrix for in-situ impregnation 3D printing with continuous carbon fiber (CCF) to prepare continuous carbon fiber/poly(ether ketone ketone) composites (CCF/PEKK). The effects of layer thickness, flow ratio, print temperature and build orientation in 3D printing process parameters on the internal structure, matrix crystallization, surface quality and mechanical properties of the composites were systematically investigated. The microstructure of 3D printed CCF/PEKK was observed by scanning electron microscopy, the crystallization properties of the matrix were analyzed by X-ray diffraction, the surface morphologies of 3D printed CCF/PEKK was observed and analyzed by ultra-deep field microscopy, and the flexural properties and interlaminar shear strength of CCF/PEKK were also tested. The results shows that with the layer thickness of 0.2 mm, the flow ratio of 85%, the printing temperature of 395°C, and the build orientation of flat, the performance of 3D printed CCF/PEKK is optimal, including the flexural strength of 302.0 MPa and the interlaminar shear strength of 24.1 MPa. The flexural strength of CCF/PEKK is improved by 194% compared with 3D printed pure PEKK, and the interlaminar shear strength is improved by 113% after process optimization. It indicates that 3D printed CCF/PEKK has the potential to manufacture complex structural engineering parts without using any additional optimization.