A simple method for processing high-performance carbon nanotube (CNT)/poly(vinyl alcohol) (PVA) composites by coupling the spraying of a PVA solution with the continuous winding of CNT sheets from an array onto a rotating mandrel is reported. This method allows the CNT composites to have a high CNT volume fraction, while having a high degree of alignment, long CNTs, and good integration with the matrix, which are extremely difficult to realize simultaneously by other processes. As a result, the composites have a toughness, strength and electrical conductivity up to 100 J/g, 1.8 GPa and 780 S/cm, respectively. Such a one-step synthesis process is promising for industrial productions and also works for different types of polymers.