The structure of self-reinforced composites (SRCs) based on ultra-high molecular weight polyethylene (UHMWPE) was studied by means of Wide-Angle X-ray Scattering (WAXS), X-ray tomography, Raman spectroscopy, Scanning Electron Microscopy (SEM) and in situ tensile testing in combination with advanced processing tools to determine the correlation between the processing conditions, on one hand, and the molecular structure and mechanical properties, on the other. SRCs were fabricated by hot compaction of UHMWPE fibers at different pressure and temperature combinations without addition of polymer matrix or softener. It was found by WAXS that higher compaction temperatures led to more extensive melting of fibers with the corresponding reduction of the Herman’s factor reflecting the degree of molecular orientation, while the increase of hot compaction pressure suppressed the melting of fibers within SRCs at a given temperature. X-ray tomography proved the absence of porosity while polarized light Raman spectroscopy measurements for both longitudinal and perpendicular fiber orientations showed qualitatively the anisotropy of SRC samples. SEM revealed that the matrix was formed by interlayers of molten polymer entrapped between fibers in SRCs. Moreover, in situ tensile tests demonstrated the increase of Young’s modulus and tensile strength with increasing temperature.