In this study, unique three-dimensional (3D)-printed shape memory biomass composites were prepared by the melt blending and extrusion of polyurethane, polycaprolactone (PCL), and wood flour (WF) with adjustable contents. The addition content of PCL was used to adjust the shape memory transition temperature and improve the shape fixing rate of composites. The crystallization, thermal, mechanical, and shape memory properties of different composites were investigated. The results of X-ray diffraction and differential scanning calorimetry tests showed that the crystallization peak and melting temperature of different composites were not obviously changed. As the PCL content increased, the tensile strength of the composites decreased first and then increased, and the elongation at break gradually decreased. Thermal response shape memory test results showed that, when the PCL content was 30 wt.%, the composites had high shape recovery rate and fixed rate (both ∼100%). In addition, carbon black (CB) was added as a photothermal conversion material to the composite with a preferred ratio to achieve the photothermal response shape memory performance. With the addition of CB, the thermal conductivity of composites was improved. Under the same conditions, the thicker the 3D-printed specimens, the longer the specimen shape recovery time; the greater the light intensity, the shorter the specimen shape recovery time. Compared with the composite without CB, the flower model printed with the composites containing CB had a better photothermal response shape memory performance.