New thermoplastic composites with their composition tailored at the yarn level were proposed and successfully prepared. A specific processing method was developed for composites exhibiting different fibre and porosity concentration gradients. Mechanical properties of such composites were determined by three-point bending tests. In order to carry out investigations on wide ranges of fibre and porosity fractions, a material system based on poly(lactic acid) (PLA), and continuous glass fibres was processed into a composite foam structure with up to 85% porosity and a modulus reaching 1.5 GPa. Micrographs confirmed that the fibre placement could also be controlled at a microscale as well as at the usual millimetre range. Furthermore it was shown that porosity distribution is indeed influenced by the presence of continuous reinforcing fibres. Gradient cellular composites are envisaged for bone replacement and for lightweight sandwich structures.