This study created a composite polymer for 3D printing from agave by-product using mechanical alloying process. The cold milling technique used by the ball mill is a standard procedure to homogenize metallic mixtures. This paper reports results from a series of laboratory tests to create a homogeneous mixture that could be extruded into a printable filament mixture of agave bagasse fibres and PLA pellets by using the kinetic energy of a ball mill. PLA and agave bagasse mixtures in this study were ground several times using this principle; steel and ceramic balls were used to grind them. The results of the study showed that this principle can be effective on a polymer-based mixture; indeed, an adhesion between the pellets and the agave bagasse fibres was obtained. The results showed the different parameters that influence the mixture quality as the milling time, the ball material, the number of balls, the mixture concentration and the rotational speed. Optical and ESEM/EDX analyses have confirmed our expectations about cohesion between fibres pulverized in powder and pellet adhesion, where powder accumulation on all the surfaces was detected. The absence of powder penetration in the pellets allowed us to explain the losses obtained during the process and to find new solutions to reduce them. Proof-of-concept parts were 3D printed with agave bagasse/PLA filaments. Their printed quality can be compared to that of commercial filaments. These results offer new perspectives to reuse agricultural by-products to create composite filament with a chemical-free manufacturing process.