We demonstrate an exceptional ability of a high-polarization 3D ferroelectric liquid to form freely suspended fluid fibers at room temperature. Unlike fluid threads in modulated smectics and columnar phases, where translational order is a prerequisite for forming liquid fibers, recently discovered ferroelectric nematic forms fibers with solely orientational molecular order. Additional stabilization mechanisms based on the polar nature of the mesophase are required for this. We propose a model for such a mechanism and show that these fibers demonstrate an exceptional nonlinear optical response and exhibit electric field-driven instabilities.