The performance and quality of 3D printing, as well as the mechanical properties of the final part, depend on its printing parameters, such as layer thickness, printing speed, infill density, filling pattern, printing material, and many others. In this study, the influence of printing parameters on the mechanical properties of the final printed part is investigated, and at the end, a multi-objective optimization was performed on the experimental responses. To study the effects of printing parameters, the Design of Experiments methodology was used, where five parameters considered essential were evaluated: layer thickness, printing speed, infill density, filling pattern, and printing material. Once everything was printed, mechanical tests of traction, compression, and bending were used to obtain the experimental curves. After obtaining the experimental responses by extracting the test curves, the ANOVA method was applied, through which it was possible to obtain a behavior equation, a relation of the main effects, and Pareto graphs of each experimental result on the studied parameters. Finally, the multi-objective optimization allowed obtaining printing parameters that allowed improvements in several mechanical properties in addition to the minimization of time and total mass. Results indicated a reduction of 72.39% in the average time of printing and an increase of 9.06% in the mass after the optimization where the mechanical properties were substantially optimized.