This study relates to an innovative method for forming small-diameter GH4169 superalloy bars by Axial Feed Skew Rolling (AFSR). The finite element (FE) model was established to reveal the deformation characteristics and rolling force parameters of GH4169 superalloy bar in AFSR process. The distribution of stress field reveals that in the deformation area, the stress state in the center of the workpiece is radial compression, axial and tangential tension. In the deformation area, the core temperature of the workpiece rises due to plastic deformation, but after leaving the deformation area, the temperature of workpiece decreases significantly. Therefore, for small-diameter long bars, especially temperature-sensitive materials, auxiliary heating equipment is required when using AFSR technology. Furthermore, the roller with clamping sections was designed, and the rolling experiments were carried out on a double-rotating-arm skew mill. The rolled pieces obtained have no helical grooves on the surface, and the diameter deviations are less than 0.1 mm. The actual rolling process is stable and highly consistent with the FE simulation, which verifies the reliability of the FE model and the feasibility of forming superalloy bars by the AFSR method.