A stereolithography process with thermal assistance is proposed in this work to address the tradeoff between the flowability and the high concentration of solute loadings at room temperature, through which the improved performance of polymers prepared using stereolithography 3D printing can be achieved. For the experiment, polyethylene glycol diacrylate (PEGDA) with a high molecular weight of 4000 is adopted to improve the mechanical properties of 2-Hydroxyethyl methacrylate (HEMA). For the polymer of HEMA, the highest soluble concentration of PEGDA is about 20 wt% at 25 °C (room temperature) while the concentration could be raised up to 40 wt% as the temperature increases to 60 °C. The 3D printing tests showed that the objects could be easily fabricated with the HEMA polymer loaded with 40 wt% of PEGDA through the thermally assisted projection stereolithography technology. By adding the 40 wt% of PEGDA, the Young's modulus has been enhanced by nearly 390% compared to the HEMA resin without solute, of which the Young's modulus is 63.31 ± 2.72 MPa. The results of the cell proliferation test proved that the HEMA resin loaded with PEGDA led to a better biocompatibility compared to the HEMA resin without the loading of the PEGDA solute. All of the results demonstrate that the polymer loaded with high solute is feasible to be precisely 3D-printed using the projection stereolithography process with thermal assistance, and the improved mechanical properties are beneficial for biomedical applications.