In this study, the effects of different spinning methods including traditional wet and dry‐jet wet spinning, and newly developed dry‐jet gel spinning, on the structures and performances of polyacrylonitrile fibers, as well as the structural evolution during stabilization and carbonization, are compared in detail. The structural differences along radial direction, surface roughness, and chain orientation of carbon fibers are inherited from their precursor fibers, and these factors are determined by spinning technologies and processing conditions. Among all spinning methods, dry‐jet gel spinning could prepare fibers with the best chain orientation, the highest tensile properties, and the lowest surface roughness, which would be favorable for achieving higher mechanical performance. Additionally, for the resultant carbon fibers, the surface modification of dry‐jet gel spun carbon fibers is easier than dry‐jet wet spun carbon fibers, and comparable to wet spun carbon fibers. Overall, dry‐jet gel spinning is promising to make carbon fibers with both excellent tensile properties and good interfacial adhesion with epoxy matrix.