Liquid infiltration is an efficient way to densify carbon nanotubes (CNTs) and was used to strengthen CNT fibres in the method of array spinning. Rather than the volatility, the dipole moment of solvent plays a more important role in determining the densification level. The fibres densified by highly polar but non-volatile solvents such as N,N-dimethylformamide, dimethyl sulphoxide, and N-methyl-2-pyrrolidone were 100–200 MPa stronger than those by ethanol and acetone. Ethylene glycol is the most efficient solvent due to its two polar OH groups and improved the fibre strength to 1.45 GPa. Long chain or cross-linked polymers like polyvinyl alcohol, polyimide, and bismaleimide (BMI) were introduced into CNT fibres by infiltration with aid of polar solvents. These polymers reinforced the fibres significantly, as they can connect non-neighboring CNTs and benefit the load transfer. The strongest CNT/BMI fibre was 2.38 GPa in strength and 110 GPa in modulus.