Fused deposition modelling (FDM) is considered the most popular technique of three-dimensional (3D) printing. This is a simple and sustainable method of materials manufacturing with rapidly spreading applications in diverse areas. In this method, a thermoplastic filament is extruded through a nozzle on a layer-by-layer basis to construct a 3D object in a benchtop environment. To further promote its acceptance, FDM printing currently has a significant focus on the use of natural fillers with thermoplastic polymer. Nevertheless, successful FDM printing is largely dependent on the strength and consistency of the feed material, the filament. Preparing such composite filaments is challenging due to possible manufacturing defects and inconsistency while mixing the filler and matrix. Studies showed that there are significant differences between the tensile properties of FDM filament when compared with their printed parts, caused by the variations in printing parameters, filament consumption, density, and architectural difference. Previous reports have confirmed that mechanical characteristics are the most common parameters used by scientists to evaluate the properties of the materials in the additive manufacturing field. Though several reviews are accessible on the tensile properties of FDM-printed materials, currently there is no review available on the tensile properties of the filament itself. This is the first review focused exclusively on the tensile properties of FDM filaments. The goal of this short review is to better understand the influential factors in the natural fibre-reinforced filament preparation process that affect the tensile properties and subsequently impact on 3D printing. Therefore, evaluation of the reported tensile properties, i.e., tensile strength and elongation at the break and modulus, was conducted in relation to different process parameters, such as filler concentration, filler size, extrusion methods, the combination of filler and polymer, and the interrelations among the parameters and properties were explored.