ABSTRACT Fused Deposition Modeling (FDM) printing is a universal technique to fabricate the composites with customized structure; however, there are existing challenges in endowing them with multi‐functions while maintaining their mechanical properties. Herein, we propose a large‐scale design of core‐shell structural filaments for lightweight and high‐performance composites via the FDM printing technique. The natural deep eutectic solvent (NADES) treatment improves the interfacial compatibility between wood lignocellulose and PLA in the filament, resulting in enhanced mechanical properties (tensile strength increased by 14.5%) and improved thermal stability (mass residue rate increased by 188.2%). The FDM‐printed composite with 60% diamond performed the best mechanical properties, as manifested by the uniform stress distribution in the DIC results of the tensile sample. Moreover, a thin layer of CNT (1 wt%) is wrapped on the surface of the filament to form the core‐shell structure during the extrusion process. The as‐obtained composite filament not only demonstrates outstanding antistatic properties with a low volume resistivity of 3.01 Ω·cm but also retains its excellent mechanical properties with a high tensile strength of 54.38 MPa. This study develops a low‐cost method for preparing lightweight composites with enhanced mechanical and antistatic properties, providing ideas for enlarging the application of multi‐functionalized FDM printing composites.