The aim of the present study was to prepare and characterize composites of ultra-high-molar mass polyethylene reinforced with varied amounts of jute fibers, comparing the preparation methods to obtain the composites, either using a twin-screw contra-rotating laboratory extruder or by traditional compression molding technique. The efficiency of the preparation methods was verified by X-ray diffraction, thermogravimetric analysis and differential scanning calorimetry, and ballistic tests were also carried out for performance evaluation. The results showed that the extrusion of UHMMPE with jute fibers increased the degree of crystallinity of this polymer, as observed by both XRD and DSC analyses. Moreover, the thermal stability of the extruded composites was higher than that of the pressing molded samples. The ballistic tests confirm that the extruded samples underwent lower depth of penetration, and therefore, this set of composites presented higher impact resistance. This work highlights the merit of processing UHMMPE containing natural fiber without lubricating agents in the development of efficient ballistic shielding materials.