A major challenge for many industries wanting to adopt 3D printing technologies for rapid prototyping, customized parts, and low-volume manufacturing depends on the availability and functionality of the input materials to suit specific requirements. A well-studied nanofiller because of its distinct properties and wide range of applications, graphene oxide (GO) proves to be a good choice in the development of new materials. However, as a filler in a polymer matrix, GO has its own unique set of problems enough to make certain constraints in achieving an optimum reinforcement in the targeted polymer matrix. The need for a matrix–filler interaction is critical because reinforcement occurs only when the external load applied to the material can be successfully transmitted from the matrix to the filler, which will only happen if the interfacial adhesion between the matrix and the filler is strong. This study demonstrates the synthesis of the covalently linked GO–methacrylate (MA) nanocomposite materials through 3D printing via stereolithography (SL). Spectral analysis using Fourier-transform infrared confirms the successful functionalization of GO and ascertains the presence of the functionalized GO (fGO) in the 3D-printed nanocomposite specimens. Likewise, further validation using thermogravimetric analysis and differential scanning calorimetry also affirms the formation of fGO for use as a functional filler, activating a stronger interfacial bonding with the MA polymer. Excellent attributes of GO will become futile because of premature fracturing of the material simply because of an oversight to consider robustness during the early stages of design. Hence, different mechanical and thermal properties of the new 3D-printed MA–fGO nanocomposite material are characterized and presented in the discussion. This work demonstrates the first successful 3D printing of the functionalized GO nanocomposite via SL, forming a complex structure with consistently high fidelity and enhanced material properties with potential for various industrial applications.