In the present study, novel polyether ether ketone (PEEK) based composites were fabricated by multi-material fused deposition modeling (FDM), which were composed of alternating short carbon fiber reinforced PEEK and silicon dioxide filled PEEK layers. And the composites’ tribological properties were evaluated in order to guide their application in industrial parts where friction and wear are of special importance. It is revealed that the tribological properties of the composite were highly dependent on the contact pressure. The low friction and wear occurred at high contact pressure was found to be associated with the combined contribution of rolling of nanoparticles and graphitized self-lubricating transfer films. This work provides a simple strategy for manufacturing highly customized tribo-components with required functions to replace conventional hybrid materials.