Over the past decade, 3D printing in the construction industry has received worldwide attention and developed rapidly. The research and development of cement and concrete products has also become quite well-established over the years, while other sustainable materials receive considerably lower attention in comparison. This study aims to investigate the influence of the two most commonly used sustainable cementitious materials i.e., silica fume and limestone powder, on printability, thermal and mechanical properties of fly ash–Portland cement blends. Ternary blends containing Portland cement, fly ash and silica fume or limestone powder are prepared, whereas phase change material (PCM) is introduced to improve the thermal behavior. Based on the rheological properties and concurrent 3D concrete printing, improved buildability of the modified mixtures is linked to their static yield stress. Anisotropic mechanical properties are observed for 3D printed specimens, while cast specimens exhibit a maximum 41% higher compressive strength due to better material compaction. It is clear from the results that addition of silica fume and limestone powder ranged from 5% to 10%, reducing the anisotropic mechanical properties (maximum 71% and 68% reduction in anisotropic factor, respectively) in the printed specimens. The PCM addition ranged from 5% to 10% and improved thermal performance of the mixtures, as measured by a decrease in thermal conductivity (9% and 13%) and an increase in volumetric heat capacity (9% and 10%), respectively. However, the PCM-containing mixtures show around 29% reduction in compressive strength, compared to the control specimen, which necessitates new material design considering matrix strengthening methods.