Underwater vehicles are effective tools for ocean explorations and developments. The underwater fan-wing thruster, which is an underwater thruster for underwater vehicles, can achieve vertical propulsion in all level of cruising speed. However, it is difficult to achieve high-strength, low-density, and low water absorption for fixed-wing to underwater fan-wing thrusters using a single material. In the paper, a composite material concave fixed-wing structure has been proposed to achieve high-strength, low-density, and low water absorption for fixed-wing to underwater fan-wing thrusters. Two forming processes for CMCFs, including modular and vacuum forming processes, have been proposed to meet the requirements of plasticization processes. Some CMCFs has been worked out and compared. The CMCFs can achieve average densities less than 0.36 g/cm3, with an average water absorption rate of 3.11%, by the forming process of vacuum. The structure and process of CMCFs are both feasible, and a high-strength, low-density, and low water absorption fixed-wing can be achieved.