This study proposes to print multifunctional composite materials with 3D continuous carbon fibers. Coextrusion was implemented to deposit continuous carbon fibers simultaneously with doped functional photopolymer resin, subsequently rapidly cured by an ultraviolet laser. The technique allowed for direct printing of free-standing compliant carbon fiber reinforced composite structures and composites with conductive channeling. In particular, a novel functional, full lithium-ion structural battery was successfully printed in one single step with each coated carbon fiber acting as a micro-battery cell. The characterized mechanical and electrochemical performance well demonstrated the potentials of the proposed method in direct printing multifunctional structural composites.