The curing heating rate is a crucial component influencing the characteristics and curing effect of carbon fiber composites during the molding of carbon fiber reinforced plastic filament wound (CFRP FW). To investigate the relationship between the curing heating rate and CFRP FW’s mechanical and microstructure characteristics, in this study, carbon fiber composites the Navy Ordnance Laboratory (NOL) composite rings and unidirectional plates were prepared with five curing heating rates using wet filament winding, and the specimens were tested in tensile, flexural, and shear. Energy dispersive spectroscopy (EDS) was utilized to analyze the microstructural phases elementally, while scanning electron microscopy (SEM) was employed to characterize the shear section and fracture morphology of the unidirectional plate shear specimens. The findings demonstrated that at a curing heating rate of 2°C/min, the peak tensile strength of 2.26 GPa for NOL rings, 2.28 GPa for unidirectional plates, 38.91 MPa for shear strength, and 32.54 MPa for flexural strength were attained. The microfracture of the shear specimen has a uniform morphology, homogeneous structure, and the highest content of carbon elements. This work provides a way to control the pace of curing heating in order to improve the physical characteristics of fiber-woven parts.