One-dimensional shape memory polymer fibers (SMPFs) have obvious advantages in mechanical properties, dispersion properties, and weavability. In this work, a method for fabricating semi-crystallization ethylene-vinyl acetate copolymer (EVA) fiber with two-way shape memory effect by melt spinning and ultraviolet (UV) curing was developed. Here, the effect of crosslink density on its performance was systematically analyzed by gel fraction measurement, tensile tests, DSC, and TMA analysis. The results showed that the crosslink density and shape memory properties of EVA fiber could be facilely adjusted by controlling UV curing time. The resulting EVA fiber with cylindrical structure had a diameter of 261.86 ± 13.07 μm, and its mechanical strength and elongation at break were 64.46 MPa and 114.33%, respectively. The critical impact of the crosslink density and applied constant stress on the two-way shape memory effect were analyzed. Moreover, the single EVA fiber could lift more than 143 times its own weight and achieve 9% reversible actuation strain. The reversible actuation capability was significantly enhanced by a simple winding design of the single EVA fiber, which provided great potential applications in smart textiles, flexible actuators, and artificial muscles.