Self-folding structures have unique capability such as reconfiguration during their usage. Such capability can be beneficial for a wide variety of applications including biomedical and electronics products. In this paper, a novel fabrication approach based on a three-dimensional (3D) printing process is presented for fabricating self-folding structures that can be actuated in a heating environment. The thermo-actuating structures that are designed and fabricated by our method are two-dimensional (2D) origami sheets, which have multiple printed layers. The middle layer of an origami sheet is a prestrained polystyrene film with large shrinkage ratios when heated. Both its top and bottom surfaces are covered with cured resin that is printed in designed shapes. A foldable hinge is achieved by constraining the shrinkage of the film on one side while allowing the shrinkage of the film on another side when the origami sheet is exposed to a heating environment. Heuristic models of hinge's folding angles are developed based on the related folding mechanism. A 2D origami sheet design and fabrication method is presented for a given 3D structure. Various experimental tests are performed to verify the self-folding performance of the designed and fabricated origami sheets. Techniques on improving folding angle control are also discussed with possible applications.