Lightweight moldings obtained by microcellular injection molding (MIM) are of great significance for saving materials and reducing energy consumption. For thick-walled parts, the standard injection molding process brings some defects, including a sink mark, warpage, and high shrinkage. Polyamide 66 (PA66)/glass fiber (GF) thick-walled moldings were prepared by MuCell® technology. The influences of moldings thickness (6 and 8.4 mm) and applied nitrogen pressure (16 and 20 MPa) on the morphology and mechanical properties were studied. Finally, the microcellular structure with a small cell diameter of about 30 μm was confirmed. Despite a significant time reduction of the holding phase (to 0.3 s), high-performance PA66 GF30 foamed moldings without sink marks and warpage were obtained. The excellent strength properties and favorable impact resistance while reducing the weight of thick-walled moldings were achieved. The main reason for the good results of polyamide composite was the orientation of the fibers in the flow direction and the large number of small nitrogen cells in the core and transition zone. The structure gradient was analysed and confirmed with scanning electron microscopy (SEM) images, X-ray micro computed tomography (micro CT) and finite element method (FEM) simulation.