The invention relates to a polyurethane composite material energy-saving window frame or a door leaf frame or a door profile or a door sheet which is formed by polyurethane resins and glass fibers, and comprises the glass fibers, and a shaping method, wherein a plurality of clusters of glass fibers are closely distributed to form shaping skeletons of the door frame or the door leaf frame profile; the polyurethane is compounded with the inner and outer surfaces of the shaping skeletons of the door frame or the door leaf frame profile. The polyurethane composite material energy-saving window frame or door leaf frame or door profile or door sheet is: 1, light in weight, and high in strength; 2, energy-saving, heat preservation and heat insulation; 3, healthy, environment-friendly, and obvious in energy-saving effect; 4, corrosion-resistant, ageing-resistant and long in service life; 5, excellent in size stability; 6, excellent in weather resistance, excellent in high temperature resistance, and better in low temperature resistance; 7, excellent in insulating property; 8, excellent in damping performance; 9, rich in color, high in hardness of a polyurethane composite material, capable of coating various paints and made into profiles with various colors; and 10, fatigue resistance; the polyurethane composite material is excellent in fatigue resistance so as to ensure the safety and reliability of using the material.