The invention relates to composite materials and the production thereof. A composite fibre coated with a layer of binding material is provided. Said layer of binding material can be made of grains or short pieces of cutted microfibre A method for producing said composite fibre via pultrusion process is also provided. Said method comprises the following steps: continuous joining of elementary microfibres in a rowing; immersing said microfibres in synthetic glue bath; impregnation thereof; pulling out said microfibres through calibration die; covering said microfibres with an external binding material; hardening; and cutting. The layer of binding material is applied to the fibre surface by pouring, blowing by air, or by pulling the fibre through a poured volume of binding material. The invention can be used to micro-reinforce brittle materials, mostly concrete.