Polymer matrix composites are widely used in the automotive industry and undergo fatigue loadings. The investigation of the nonlinear cyclic behaviour of such materials is a required preliminary work for a confident fatigue design, but has not involved many publications in the literature. This paper presents an extensive experimental study conducted on a polyamide 66 reinforced with 35 wt% of short glass fibres (PA66 GF35), at room temperature. The material was tested in two conditions: dry-as-moulded (DAM) and at the equilibrium with air containing 50% of relative humidity (RH50). An exhaustive experimental campaign in tensile mode has been carried out, including various strain or stress rates, complex mechanical histories and local thermo-mechanical recordings. Such an extended database allowed us to highlight several complex physical phenomena: viscoelastic effects at different time scales, irrecoverable mechanisms, non-linear kinematic hardening, non-linear viscous flow rule, cyclic softening. Taking into account this advanced analysis, a constitutive model describing the cyclic behaviour is proposed. As the experimental database only includes uniaxial tensile tests, the general 3D anisotropic frame is reduced to an uniaxial model valid for a specific orientation distribution. The robust identification process is based on tests which enable the uncoupling between the underlined mechanical features. This strategy leads to a model which accurately predicts the cyclic behaviour of conditioned as well as dry materials under complex tensile loadings.