The paper is devoted to the study of thermal and mechanical behavior and structural features of the polysulfone solution impregnated unidirectional carbon fiber yarns depending on fabrication conditions and appearance for optimum production method of the composites. The effect of producing conditions, such as polysulfone solution concentration, drying and post-heating temperatures, and the residual solvent content on the structure, mechanical, and thermal properties of the carbon fiber-reinforced composites was studied. The polysulfone solution impregnated carbon fiber yarns show relatively high mechanical properties, realizing up to 80% of the carbon fibers' tensile strength, which can be attributed to good wettability and uniform polymer matrix distribution throughout the entire volume of the composites. It was found that the composites impregnated with 40 wt.% of the polysulfone solution showed lower porosity and higher mechanical properties. The results of a dynamic mechanical analysis indicate that residual solvent has a significant effect on the composites' thermal behavior. The composites heated to 350 °C for a 30 min showed higher thermal stability compared to ones dried at 110 °C due to removal of residual solvent during heating. The impregnated carbon fiber yarns can be used for the further producing bulk unidirectional composites by compression molding and the proposed method can be easily transformed to continuous filament production, for example for further use in 3-D printing technology.