Using fiber-reinforced polymer composite to replace metal in window frames has become a trend in aircraft manufacturing to achieve structural weight reduction. This study proposes an innovative winding compression molding process for continuous production of aircraft window frames using continuous carbon fiber-reinforced polyamide 6 thermoplastic composite filaments (CF/PA6). Through process parameter optimization, the production cycle of CF/PA6 composite window frames was controlled within 5 min, with an ultra-low porosity of 0.69%, meeting aviation application standards. Combining mechanical property experimental tests and finite element analysis, the mechanical performance of window frames made from three different materials was compared and evaluated. In the hoop direction, the mechanical performance of the continuous CF/PA6 thermoplastic window frames were significantly higher than that of chopped CF/epoxy compression molding window frames and aluminum alloy window frames. In the radial direction, the maximum strain occurred at the corner with the highest curvature of the frame due to the absence of fiber reinforcement, resulting in weak pure interlayer shear. Nevertheless, the thermoplastic CF/PA6 winding compression molded window frame still exhibited a high resistance to crack propagation and damage, as evidenced by the absence of any detectable sound of microdamage during testing with a 9000 N load. It is believed that achieving a further-balanced design of hoop–radial performance by appropriately introducing radial ply reinforcement can lead to a significant weight reduction goal in the window frame. The findings in this study provide an innovative process reference that can be universally applicable to high-speed and near-net-shape manufacturing without material waste of continuous fiber-reinforced thermoplastic composite products.