To address the problems of the difficult processing and internal microstructure disorder of porous bearing cages, Polyetheretherketone (PEEK) porous self-lubricating bearing cage material was prepared based on a fused deposition molding (FDM) process, and the porous samples were heat-treated on this basis, the research was carried out around the synergistic design of the material preparation, microstructure, and tribological properties. The results show that the pore size of the PEEK porous material prepared by the FDM process meets the requirements of the porous bearing cage; the samples with higher porosity also have higher oil content, and all the samples show high oil retention. Under dry friction conditions, the higher the porosity of the porous material, the larger the friction coefficient, and the friction coefficients of each sample after heat treatment show the same pattern; under starved lubrication conditions, the friction coefficient of the porous PEEK material decreased significantly compared to the compact PEEK material, showing a better self-lubrication effect, and the porous samples reached the best self-lubrication effect after heat treatment. The optimal process parameters were 60% mass fraction of NaCl, 40% mass fraction of PEEK, and the applied heat treatment process.