In the past two decades, several studies have been reported using agricultural waste as reinforcement in thermoplastic matrices for lightweight and tunable mechanical properties. However, the recycling of thermoplastic with reinforcement of agricultural waste has constraints in the form of the volume of recycled material to support the concept of a circular economy. One of the solutions for bulk consumption of such agricultural and thermoplastic waste is its use in construction applications. In the present study, high-density polyethylene (HDPE) was secondary (2°) recycled by reinforcement of stubble waste powder (SWP) through the material extrusion (MEX) process for possible applications in the construction industry. The melt flow index (MFI) investigation suggested the maximum loading of 15% SWP with the recycled HDPE matrix in the present case study. Further, the filament was prepared by using the design of experiment (DoE) with input parameters (heat treatment (pre-heat treatment (PreHT) and post-heat treatment (PostHT), barrel temperature (170–180°C) and screw speed (3–5 RPM) on single screw extruder). The results suggest that the combination of PreHT, 170°C-barrel temperature and 4 RPM screws speed resulted in a maximum Young’s modulus (E) of 1386.57 MPa. The PreHT has promoted the recrystallization of the HDPE-SWP blend, which has significantly increased E. The differential scanning calorimetry (DSC) reveals that the HDPE-SWP composite was more thermally stable after each thermal cycle. In addition, the results of this study were also supported and correlated with the observation of scanning electron microscopy (SEM), energy dispersive X-ray spectroscopy (EDS), thermogravimetric analysis (TGA), X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FTIR), surface profiling and 3D printability with MEX.