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Fused filament fabrication (FFF) of composites with compliant high-strength fibers could expand opportunities for the design and fabrication of complex flexible structures, but this topic has received limited attention. This study pursued the development of filaments consisting of ultra-high molecular weight polyethylene yarn (UHMWPE) embedded in a matrix of polycaprolactone (UPE/PCL) and successful 3D printing. The physical characteristics and printability of the filament were evaluated in terms of key parameters including spooling speed, temperature, fiber distribution (consolidated vs dispersed), and fiber volume fraction (4≤ Vf ≤30 %). An evaluation of the microstructure and tensile properties of the UPE/PCL was performed after processing and printing. Prior to printing, the filament exhibited an ultimate tensile strength (UTS) of 590±40 MPa with apparent fiber strength of 2.4 GPa. For the printed condition, the UTS reached 470±60 MPa and apparent fiber strength of 1.9 GPa. Fiber dispersion in the filament plays an important role on the printed properties and the potential for fiber degradation. Nevertheless, the strength of the UPE/PCL represents a new performance benchmark for compliant composites printed by FFF. This new material system can support applications where strength and toughness are key performance metrics in addition to flexibility.