Partially melting high-density polyethylene (HDPE) is investigated by differential scanning calorimetry and in situ Fourier transform infrared spectroscopy (FTIR) measurements. The results show that some incompletely molten crystals can be preserved in the partially melting HDPE, thus accelerating subsequent crystallization. Moreover, quantitative calculation of such incompletely molten crystals has been done based on the FTIR results. Interestingly, the kinetically enhanced crystallization results from the improved nucleation rate because of the incompletely molten crystals. Furthermore, such interesting self-nucleation originating from the partially melting HDPE has been deliberately applied to practical polymer processing, i.e., extrusion, aiming to investigate the influence of partially melting HDPE on the microstructural development and the resultant mechanical properties of the extruded products. Unexpectedly, an increment in tensile strength has been achieved in the sheets extruded from partially melting HDPE compared with that extruded from completely melted HDPE. Wide-angle X-ray diffraction and small-angle X-ray scattering results show that the crystallinity, long period, and lamellar thickness increase for the sheets extruded from the partially melting HDPE. These increases are considered to be responsible for the mechanical increment. This work opens a new gateway for applying the self-nucleating effect of partially melting polymer melt into practical processing with the purpose of preparing high-performance polymer products.