Surface finish deficiencies and thermal deconsolidation are common problems in thermoplastic composites pultrusion (TPC pultrusion). These problems occur in general as a result of the improper execution of the cooling process. We have developed an efficient cooling system that is able to precisely control the pultrudate's cooling temperature profile. The aim of this study is to investigate the impact that changing the cooling die temperature profile will have on the thermal deconsolidation behavior and pulling forces in a TPC pultrusion process. C/PEI (Amorphous) and C/PEEK (Semi-crystalline) pultruded rods were pultruded and reprocessed to quantify the adhesion forces during the cooling process. The selected cooling temperatures were in relation to the glass transition and melting temperature, (Tg) and (Tm) respectively. The cooling profiles were characterized by inserting a follow-on thermocouple. Deconsolidation and surface finish quality were assessed through the use of microscopy and by measuring the surface roughness. Lower pulling forces were experienced, and deconsolidation was avoided when the pultrudates were quickly cooled below Tg. For the amorphous PEI polymer, a surface finish (Ra) of 0.72 μm was achieved when cooling at 100 °C below Tg. The best surface finish (Ra = 0.56 μm) for C/PEEK was achieved at a cooling temperature of 243 °C. It is suspected that this cooling temperature promoted fast crystallization. The cooling system was then used during steady-state pultrusion experiments producing 10 m of C/PEI and C/PEEK fully consolidated rods having surface finish Ra value lower than 0.8 μm. The developed cooling system will create significant new opportunities for the usage of pultruded thermoplastic composites in many fields, including additive manufacturing and composite joining.