This paper starts with a short review of smart materials, which can be 4D printed and whose properties can be modified over time through specific stimuli such as heat, light, temperature, electric and magnetic fields. In the second part of the paper, a new polymer material for 4D printing was presented. The material was a thermally activated shape memory polymer (SPM), capable of memorizing a temporary shape and restoring the original one by means of a thermal stimulus. A self-healing behavior was introduced into the polymer, to enhance its durability and make it suitable for application in the fields of soft robotics and actuators. A polycaprolactone (PCL) was selected to provide a shape memory effect, taking into account its molecular weight and the possibility of chemically modifying it in order to make it photo-curable. Self-healing properties were provided by an ureidopyrimidinone (UPy) methacrylate monomer, capable of forming four hydrogen bonds with a self-complementary unit, favored by temperature. This new material was thus 4D printed by a digital liquid processing (DLP) printer. Both the shape memory effect and the self-healing feature were demonstrated, enabling this new material to be used as a raw material for new generation soft robotic actuators.