A novel process has been developed to manufacture pultruded fibre-reinforced furfuryl alcohol (FA) resin composites. In this paper, the effects of fibre reinforcement type and content on the static, dynamic mechanical and thermal properties of the FA resin pultruded composites are investigated. The mechanical properties increase with increasing volume content of the glass or carbon fibres, with the glass fibre-reinforced furfuryl alcohol (GF/FA) composite exhibiting maximum mechanical property values at a filler content of 5 phr. High catalyst content and die temperatures are necessary for manufacturing FA pultruded composites with high filler content. GF/FA pultruded composites retain their mechanical properties at elevated temperatures better than do unsaturated polyester pultruded composites. Dynamic mechanical analysis revealed that the dynamic storage modulus of the GF/FA pultruded composites increases with increasing post-cure time. Tan δ of GF/FA decreases and its glass transition temperature increases with decreasing pulling rate or increasing post-cure time. The glass and carbon fibre-reinforced FA pultruded composites possess high heat distortion temperature and good flexural properties, in comparison with other pultruded composites.