The mechanical properties of Fused Filament Fabrication (FFF) parts are limited in the build direction, albeit advantages such as design flexibility and in-house customization. In this paper, a novel z-pinning approach that enhances mechanical properties in the build direction by depositing material across multiple layers within the part was investigated through numerical simulations and validated experimentally. A finite element model for z-pinned composite structures was developed by assigning fiber-orientation dependent material properties obtained using a micromechanics approach to beads and pins. The bead-to-bead and pin-to-pin adhesions within the z-pinned structures were modeled using a cohesive traction separation law. The properties of cohesive elements for carbon fiber-reinforced polylactic acid (CF-PLA) z-pinned composites were calibrated using tensile experiments. The elastic modulus and tensile strength of CF-PLA z-pinned composites in the build direction were predicted with the developed numerical model. The numerical investigation on various geometrical parameters revealed that the largest pin volume increases the stiffness and tensile strength by 40% and thus, has the greatest influence on the mechanical properties of the z-pinned composites. The effect of z-pin geometrical parameters on the mechanical properties was summarized to aid in the design of z-pinned additively manufactured composite structures.