Negative Poisson's ratio (NPR) foams are usually prepared by the transformation of positive Poisson's ratio (PPR) foams with honeycomb cell structure, which face a challenge for restraining the increase in volume and Poisson's ratio once they are stimulated by high temperature. In addition, they cannot restore to its reentrant structure after large deformation. In this work, a novel method for preparing anisotropic NPR foam with excellent structural stability and shape recovery property is established by synergistically controlling hierarchical pore structures. The obtained NPR silicone rubber/polylactic acid (SR/PLA) composite foam has large-size holes (auxetic structure) with concave hexagonal shape and small-size honeycomb cells, which are generated by 3D printing technology and salt leaching method, respectively. The auxetic structure with the orientation characteristic is directly formed rather than transformed from the honeycomb cell structure. Therefore, the dimension and Poisson's ratio value of the NPR SR/PLA composite foam keep constant after high temperature heating treatment, meaning an excellent structural stability. Furthermore the excellent shape recovery property of the NPR SR/PLA composite foam endows it restore to the initial auxetic structure after large deformation to a large extent. It should be mentioned that the anisotropy of the NPR SR/PLA composite foam further will bring a broad application prospect in the field of human body cushioning materials, such as prosthetic lining sleeve.