3D printing of PEEK materials is gaining more and more interests in numerous application fields giving consideration to both the advanced fabrication process and the excellent material properties. A vacuum environment (VAC) was utilized in material extrusion (ME) based 3D printing process for PEEK materials in this study. Two types of PEEK samples were prepared by a customized ME printer integrated into a vacuum chamber under low pressure of 100 Pa and atmosphere condition (ATM) respectively. They were compared in crystallinity, microstructures, and mechanical performance. The crystallinity exhibited an increase from 14.9% of ATM to 27.8% of VAC. The interfacial bonding quality became better with larger neck growth and molecular diffusion between adjacent beads and layers in the VAC samples and thus the reduction of voids achieved. The tensile strength and modulus of the VAC samples in different forming directions were all improved, in particular the V-90° samples, which were increased by 212.5% and 74.9% respectively. The fracture surface morphology further illustrated enhanced interlayer adhesion in the VAC samples. Based on the theoretical calculation and thermal imaging experiments of PEEK cooling process, it was concluded that the slow heat dissipation rate in VAC allowed extruded filament to maintain a high temperature state for a long time and reduce temperature gradient, facilitating both crystallization and merging of PEEK materials. As a novel technology, vacuum 3D printing process can improve interlayer bonding and warping deformation of PEEK without high ambient temperature, which is suitable for many applications, especially 3D printing in space.