The next generation of advanced composite materials needs to simultaneously address issues such as energy harvesting and structural health monitoring (SHM). The objective of this study is to explore, for the first time, the possibility of utilizing a build-in thermoelectric generator (TEG) to fulfil self-sensing purposes. To this end, carbon nanotube-based (CNT) inks are employed to print TEGs onto a glass fiber substrate, which is then incorporated into a glass fiber reinforced polymer (GFRP) laminate. The output characteristics of the TEG-enabled specimens are measured, displaying an exceptional performance. The specimens are subjected to static, quasi static cyclic and dynamic loading. Adopting a novel idea, the conductive, fully integrated printed path is then exploited to serve as a strain/damage sensor. For this reason, its resistance is monitored online during mechanical loading. To corroborate the findings, acoustic emission (AE) is simultaneously applied. Results reveal that the self-sensing multifunctional composite can successfully monitor its structural integrity. In fact, it demonstrates high sensitivity with a gauge factor approximately equal to 3. Moreover, when the TEG operates as a piezoresistive sensor, it is characterized by reliability. We thus believe that the herein suggested approach unveils new prospects regarding the efficiency and the sustainability of composite structures.