Carbon fibre (CF) reinforced polymer composites offer significant improvement of material strength-to-weight ratio, when compared with materials traditionally used in aerospace and automotive industries. However, delamination of composite structures is a considerable drawback that can be potentially solved by a through-plane stitching of CF fabrics before a resin impregnation step. Such a simple method of improving resistance to delamination requires identification of a suitable stitching yarn material and optimal yarn characteristics. Preliminary testing has shown that polyether ether ketone (PEEK) is a potential candidate for such a stitching yarn due to its excellent mechanical and physical properties which can be further modified by the control of processing conditions and the addition of nanofillers. Yarn diameters ranging from 160µm to 720µm of unfilled PEEK and PEEK nanocomposites with 1 wt.% of either carbon nanotubes (CNT) or carbon nanofibers (CNF) were prepared using a twin screw compounder. The tensile properties of these yarns generally improve with the addition of CNT or CNF at higher values of screw speed-to-haul off ratio. This effect is correlated with the yarn draw down ratio and attributed to nanofiller orientation and crystallinity induced in thermoplastic matrix. The fibres have as much as a 116% increase in Ultimate Tensile Strength (UTS) for the same parameter set when loaded with CNT, while the greatest increase observed for larger particle size fillers CNF is 26%. Depending on filler and processing parameters set, yarns varied in UTS from 4.3 cN/tex to 9.2 cN/tex for unfilled PEEK and PEEK-CNT, respectively.