Three-dimensional (3D) printing has received extensive attention due to its unique multidimensional functionality and customizability and has been recognized as one of the most revolutionary manufacturing technologies. Functional 3D printed products represent an important orientation for next-generation manufacturing and attract a great spotlight for the application in sensors, actuators, robots, electronics, and medical devices. However, the lack of functions of printing polymeric materials dramatically limits the development of functional 3D printing. Different from traditional processing, the physical properties, such as geometry and rheological behavior, of the polymeric materials must match the printing process, making the selection of printable materials limited. More importantly, challenges in large-scale production of such materials further stifle the development of functional 3D printing industry. In this review, we aim to outline recent advances in polymeric materials and methodologies for the functional 3D printing technology. The reports are classified based on functionalities, including electronic conductive, thermally conductive, electromagnetic interference shielding, energy storage, and energy harvesting materials. This study attempts to provide a comprehensive overview of the challenges and opportunities for 3D printing functional polymeric materials/devices, also seeks to enlighten the orientation of future research in this field.