This article involves the principal aspects of the pultrusion of both thermosetting and thermoplastic polymer matrix. After a short introduction, in the first part, the pultrusion machine for thermosetting polymer matrix is described, followed by the modeling of processing parameters. The influence of pulling velocity, fiber type, residual thermal stress, additives, and fillers is studied. Also, the importance of controlling the temperature profile in order to allow for proper gelation and curing of the thermosetting resin is emphasized. The second part describes the pultrusion of thermoplastic polymer matrix with the same structure of the first one. At the end, examples of structures pultruded using cement and foams as matrix are included.