A method for manufacturing parts and molds by: 1) slicing a three-dimensional CAD model of a part or mold; 2) planning a modeling path according to slicing data of the three-dimensional CAD model, whereby generating numerical control codes for modeling processing; and 3) performing fused deposition modeling of powders or wire material of metal, intermetallic compounds, ceramic and composite functional gradient materials by layer using a welding gun on a substrate layer via a numerical control gas shielded welding beam or laser beam according to a track specified by the numerical control code for each layer. A micro-roller or a micro-extrusion unit is installed at a contact area between melted and softened areas. The micro-roller or the micro-extrusion unit synchronously moves along with fused deposition area, which results in compressing and processing of the fused deposition area during the fused deposition modeling.