In the concrete industry, various R&D efforts have been devoted to self-healing technology, which can maintain the long-term performance of concrete structures, which is important in terms of sustainable development. Cracks in cement composites occur and propagate because of various internal and external factors, reducing the composite’s stability. Interest in “self-healing” materials that can repair cracks has led researchers to embed self-healing capsules in cement composites. Overcoming the limitations of polymer capsules produced by chemical manufacturing methods, three-dimensional (3D) printing can produce capsules quickly and accurately and offers advantages such as high material strength, low cost, and the ability to fabricate capsules with complex geometries. We performed structural analysis simulations, experimentally evaluated the mechanical properties and solubility of poly(lactic acid) (PLA) capsules, and examined the effect of the capsule wall thickness and printing direction on cement composites embedded with these capsules. Thicker capsules withstood larger bursting loads, and the capsule rupture characteristics varied with the printing angle. Thus, the capsule design parameters must be optimized for different environments. Although the embedded capsules slightly reduced the compressive strength of the cement composites, the benefit of the encapsulated self-healing agent is expected to overcome this disadvantage.