The combination of continuous natural fiber and fused filament fabrication (FFF) 3D printing enables the manufacturing of low carbon emitting, environment friendly, lightweight, and high strength biomass composites with designated geometry characteristics. In current literature, reviews associated with continuous fiber 3D printing primarily cover synthetic fibers, such as carbon fiber, Kevlar, and glass fiber. Very few pieces of literature on the FFF printing of continuous natural fibers are available. Techniques/methodologies for incorporating continuous natural fiber reinforcements in FFF is an emerging field of research. A comprehensive review and discussion on current progress and the future prospects of continuous natural fiber 3D printing would be beneficial to its development. This article summarizes the current research status of continuous natural fiber 3D printing, including information on printing techniques, materials, and the influence of printing parameters on composite properties, so as to provide reference for the future development of FFF technology using continuous natural fiber and thermoplastic composites.