Replacing solid structures with lattice structure is a way enabled by additive manufacturing (AM) to realize part lightweight design. Conventional design optimization method based on homogeneous periodic lattice structure cannot achieve the optimal structure without taking the stress magnitude and orientation into account. A design optimization method of heterogeneous conformal lattice structure coupling constraints and anisotropy of AM based on principal stress lines (PSL) is proposed. (1) The PSL is calculated based on finite element analysis to visualize the path of load transfer. (2) The load-adapted lattice structure is generated guided by the PSL. (3) In order to further optimize lattice structure, the lattice structure optimization model is established by coupling anisotropy and constraints of AM based on the fused deposition modeling (FDM) experiment. Taking a cantilever beam as a case, the maximum force-to-weight ratio and the stiffness-to-weight ratio of the optimized heterogeneous conformal lattice structure are increased by 11.8% and 41.8% respectively compared with homogeneous conformal lattice structure, which verified the feasibility of the proposed method.