Selective laser sintering (SLS) provides a promising route for the rapid fabrication of polymeric insulating components with complex geometries. However, its layer-by-layer manufacturing process inherently introduces structural anisotropy, which may significantly affect the electrical, thermal, and mechanical properties of the printed materials. In this study, polyamide 12 (PA12) specimens fabricated by SLS at different printing orientations were systematically investigated for dielectric properties, volume resistivity, DC and AC breakdown strength, tensile properties, and thermal conductivity. Scanning electron microscopy and X-ray microscopy were further employed to characterize the microstructure and clarify the origin of the anisotropic behavior. The results show that SLS-printed PA12 exhibits pronounced orientation-dependent properties. As the printing angle increases from 0° to 90°, the volume resistivity and DC breakdown strength generally decrease. In contrast, the relative permittivity generally increases with printing angle, whereas the AC breakdown strength and dielectric loss exhibit more complex non-monotonic variations. The tensile strength and elongation at break both gradually decrease with increasing printing angle. The thermal conductivity varies only slightly across different orientations but increases overall with printing angle. Microstructural observations reveal numerous interlayer pores, incompletely sintered regions, and heterogeneous interfaces with a distinct layered distribution. These heterogeneous interlayer structures affect the transport of charge, heat, and load, thereby contributing to the anisotropic electrical, thermal, and mechanical properties of SLS-printed PA12. These findings provide a basis for optimizing the printing orientation and structural design of SLS-printed PA12 for high-voltage insulation applications.