Multiscale structured polymers have been considered as a promising category of functional materials with unique properties. We combined rapid prototyping and gas foaming technologies to fabricate multiscale functional materials of superior mechanical and thermal insulation properties. Through scanning electron microscope based morphological characterization, formation of multiscale porous structure with nanoscale cellular pores was confirmed. Improvement in mechanical strength is attributed to rearrangement of crystals within CO₂ saturated grid sample. It is also shown that a post-foaming temperature higher than the glass transition temperature deteriorates mechanical strength, providing process guidelines. Thermal decomposition of filament material sets the upper limit of temperature for 3D printed features, characterized by simultaneous differential scanning calorimetry and thermogravimetric analysis. Porosity of the fabricated 3D structured polylactic acid (PLA) foam is controllable by suitable tuning of foaming conditions. The fabricated multiscale 3D structures have potential for thermal insulation applications with lightweight and reasonable mechanical strength.