A novel method based on selective laser sintering (SLS) process is proposed for the first time to prepare complex and high-performance carbon fibres/polyamide12/epoxy (CF/PA12/EP) ternary composites. The procedures are briefly described as follows: prepare polyamide12 (PA12) coated carbon fibre (CF) composite powder; build porous green parts by SLS; infiltrate the green parts with high-performance thermosetting epoxy (EP) resin; and finally cure the resin at high temperature. The obtained composites are a ternary composite system consisting of the matrix of novolac EP resin, the reinforcement of CFs and the transition thin layer of PA12 with a thickness of 595 nm. The SEM images and micro-CT analysis prove that the ternary system is a three-dimensional co-continuous structure and the reinforcement of CFs are well dispersed in the matrix of EP with the volume fraction of 31%. Mechanical tests show that the composites fabricated by this method yield an ultimate tensile strength of 101.03 MPa and a flexural strength of 153.43 MPa, which are higher than those of most of the previously reported SLS materials. Therefore, the process proposed in this paper shows great potential for manufacturing complex, lightweight and high-performance CF reinforced composite components in aerospace, automotive industries and other areas.