A novel fabrication method of graded index polymer optical fibers (GI-POFs) called the "co-extrusion process" is proposed and demonstrated for first time. This continuous fabrication process can reduce the fabrication cost of GI-POFs. Dopant diffusion temperature, dopant diffusion time, and the molecular weight of PMMA were optimized. By this optimization, desirable refractive index profile was achieved. Therefore, it is exhibited that the GI-POF obtained by the co-extrusion process has as high bandwidth as the one prepared by the conventional interfacial-gel polymerization process.