This study introduces novel PETG–ABS–Fe₃O₄ nanocomposites that offer impressive 3D- and 4D-printing capabilities. These nanocomposites can be remotely stimulated through the application of a temperature-induced magnetic field. A direct granule-based FDM printer equipped with a pneumatic system to control the output melt flow is utilized to print the composites. This addresses challenges associated with using a high weight percentage of nanoparticles and the lack of control over geometry when producing precise and continuous filaments. SEM results showed that the interface of the matrix was smooth and uniform, and the increase in nanoparticles weakened the interface of the printed layers. The ultimate tensile strength (UTS) increased from 25.98 MPa for the pure PETG–ABS sample to 26.3 MPa and 27.05 MPa for the 10% and 15% Fe₃O₄ nanocomposites, respectively. This increase in tensile strength was accompanied by a decrease in elongation from 15.15% to 13.94% and 12.78%. The results of the shape-memory performance reveal that adding iron oxide not only enables indirect and remote recovery but also improves the shape-memory effect. Improving heat transfer and strengthening the elastic component can increase the rate and amount of shape recovery. Nanocomposites containing 20% iron oxide demonstrate superior shape-memory performance when subjected to direct heat stimulation and a magnetic field, despite exhibiting low print quality and poor tensile strength. Smart nanocomposites with magnetic remote-control capabilities provide opportunities for 4D printing in diverse industries, particularly in medicine, where rapid speed and remote control are essential for minimally invasive procedures.