The fabrication of porous materials for tissue engineering applications in a straightforward manner is still a current challenge. Herein, by combining the advantages of two conventional methodologies with additive manufacturing, well-defined objects with internal and external porosity were produced. First of all, multi-material fused deposition modeling (FDM) allowed us to prepare structures combining poly (ε-caprolactone) (PCL) and poly (lactic acid) (PLA), thus enabling to finely tune the final mechanical properties of the printed part with modulus and strain at break varying from values observed for pure PCL (modulus 200 MPa, strain at break 1700%) and PLA (modulus 1.2 GPa and strain at break 5–7%). More interestingly, supercritical CO2 (SCCO2) as well as the breath figures mechanism (BFs) were additionally employed to produce internal (pore diameters 80–300 µm) and external pores (with sizes ranging between 2 and 12 μm) exclusively in those areas where PCL is present. This strategy will offer unique possibilities to fabricate intricate structures combining the advantages of additive manufacturing (AM) in terms of flexibility and versatility and those provided by the SCCO2 and BFs to finely tune the formation of porous structures.