Herein, we demonstrate the preparation of magnetic polyamide 11 feedstock powders for powder bed fusion (PBF) using liquid-liquid phase separation and crystallization. By adding magnetic nanomaterials during the precipitation process, the particulate additive is incorporated into the polymer matrix. This enables the production of filled systems at single particle level, which is advantageous in terms of the adjustable magnetic strength and homogeneity of the powder. Thermogravimetric analysis is used to determine the additive content and onset temperature of decomposition of composite powders, where additive-enhancement of PA11 powders with magnetic iron oxide nanoparticles showed a positive influence on the thermal stability of the feedstock. Successive analysis of particle size distribution, shape, colour, crystal structure, magnetic properties and thermal properties of the composite powders are carried out and their properties are discussed with respect to the PBF process. A decrease in particle size, width of the thermal process window and isothermal crystallization time can be attributed to the nucleating effect of the magnetic additive. The PBF processability of the composite feedstock is demonstrated by the production of magnetic tensile bar specimens from additive-enhanced PA11 powders with 1 wt.-% magnetic iron oxide.