Normally, 3D printed objects via photopolymerization usually don’t have fully optimized mechanical properties and functions. In this context, the addition of single filler usually can improve these properties through the access to composite materials. However, the addition of filler inevitably has a negative influence on the light penetration inside the composites strongly reducing the depth of cure. Hence, the fabrications of photo-composites based on a combination of two inorganic fillers (alumina Al2O3 and zeolite LTA-5A) are reported in this work. Compared to pure poly(ethylene glycol) diacrylate (PEGDA) and its other corresponding single filler-based composites, PEGDA with 25 wt% LTA-5A and 25 wt% Al2O3-200 had several improved properties: better depth of cure (DOC), good mechanical properties (the storage modulus, tensile strength, the Young’s modulus). Direct laser write (DLW) was used to manufacture 3D patterns and 3D cross-shaped objects with good resolution. Under the hydrothermal stimuli, a 4D printing behavior (reversible shape change) was observed on the 3D cross-shaped objects. In addition, the 3D object with the condition of 4D printing had the ability of withstand a heavy stuff (the mass difference was more than 100 times). This is the first time to report the fabrication of the double filler-based (50 wt%) composite (ceramic and zeolite) with 4D printing behavior and good mechanical properties. Interestingly, calcinated composites had a certain structure strength and good CO2 adsorption performance. Therefore, this work not only paves the way for the investigation of photo-composites filled with multiple fillers combinations (how to improve the mechanical properties and keep good depth of cure for composites via photopolymerization), but also shows us the potential applications in the field of 3D/4D printing, microlithography and functional composites.