In this study, highly oriented self-reinforced wood–polymer composite (WPC) rods were produced by stable and continuous solid-state extrusion through a conical die. Polypropylene, softwood flour and inorganic filler were used at 50%, 40% and 10% weight concentration, respectively. The properties and morphology of the samples were studied by differential scanning calorimetry analyses, scanning electron microscopy observation and mechanics performance testing. Compared to a conventional extruded rod, the self-reinforced WPC rod profile exhibited a fibrillar structure largely parallel to the direction of extrusion, which contributed to the significantly high strength and modulus of the product as well as improved thermal properties and good dimensional stability. With the increase in draw ratio, the melting peak moved to high temperature, modulus (from 2200 to 5800 MPa) and strength (from 20.7 to 81.6 MPa) were greatly increased.