Pultrusion is one of the most efficient methods of producing polymer composite structures with a constant cross-section. Pultruded profiles are widely used in bridge construction, transportation industry, energy sector, and civil and architectural engineering. However, in spite of the many advantages thermoplastic composites have over the thermoset ones, the thermoplastic pultrusion market demonstrates significantly lower production volumes as compared to those of the thermoset one. Examining the thermoplastic pultrusion processes, raw materials, mechanical properties of thermoplastic composites, process simulation techniques, patents, and applications of thermoplastic pultrusion, this overview aims to analyze the existing gap between thermoset and thermoplastic pultrusions in order to promote the development of the latter one. Therefore, observing thermoplastic pultrusion from a new perspective, we intend to identify current shortcomings and issues, and to propose future research and application directions.