Currently, designing materials and structures is the main means of improving their energy-absorption properties; however, optimization methods based on structural design can only be applied to specific structures. In this study, two optimization methods of energy-absorbing structures (EASs) are proposed from the material system and manufacturing method for fabricating gradient stiffness and hierarchical cellular structures, respectively. The gradient stiffness structure was prepared using different ratios of thermoplastic polyurethane (TPU)/polyvinylidene fluoride (PVDF) filaments in different locations in the EAS. The gradient stiffness structure exhibited energy-absorption behavior corresponding to the strength of the printed material; this behavior decreased in the order of material strength from low to high, thus achieving controlled yield deformation behavior. Hierarchical honeycomb structures were prepared by combining three-dimensional (3D) printing with supercritical CO2 foaming technology, which facilitated the simultaneous formation of both centimeter and micron-scale cellular structures. When the PVDF content was 30%, the average cellular size of the microcellular structure was only 3 μm, and the prepared hierarchical honeycomb structures exhibited higher energy-absorption efficiencies compared with the general honeycomb structure. The energy absorption per unit mass values in three different compression directions of the hierarchical honeycomb structures were 152.75%, 67.33%, and 56.91% higher, respectively, than that of the TPU honeycomb without foaming. Therefore, the gradient stiffness and hierarchical honeycomb structures prepared from TPU/PVDF blends have various applications in energy absorption, personal protection, and transportation.