In our study, we investigated the additive manufacturing (AM) of ceramic-based functionally graded materials (FGM) by the direct AM technology thermoplastic 3D printing (T3DP). Zirconia components with varying microstructures were additively manufactured by using thermoplastic suspensions with different contents of pore-forming agents (PFA), which were co-sintered defect-free. Different materials were investigated concerning their suitability as PFA for the T3DP process. Diverse zirconia-based suspensions were prepared and used for the AM of single- and multi-material test components. All of the samples were sintered defect-free, and in the end, we could realize a brick wall-like component consisting of dense (<1% porosity) and porous (approx. 5% porosity) zirconia areas to combine different properties in one component. T3DP opens the door to the AM of further ceramic-based 4D components, such as multi-color, multi-material, or especially, multi-functional components.