Hierarchical lattice-truss-core sandwich structures have attracted increasing attention by virtue of superior performance in both mechanical properties and lightweight hierarchy topology. However, little work has been reported about the thermo-mechanical responses of such emerging structures. In this research, the effects of high temperature on the out-of-plane compressive properties and failure mechanisms of 3D-printed hierarchical lattice structures are experimentally and numerically investigated. Based on a single-stage pyramidal sandwich structure (P), two kinds of sandwich structures consisting of hierarchical pyramidal truss cores are designed: pyramidal-hollow (PH) and pyramidal-cylinder (PC), all kinds of the structures are integrally fabricated by 3D printing technique of titanium alloy (TC4). The thermo-mechanical coupling and responses during compression are experimentally evaluated from 25 °C to a high temperature of 350 °C. The relevant numerical simulations are carried out by finite element analysis (FEA), which are in well agreement with experimental measurements. It is evident that, compared with the single-stage lattice plate with a same weight, the 3D printed PC-1 type hierarchical configuration has a 131.93% increment in the internal heat-transfer area. Meanwhile, it has a 19.31% and a 26.58% increment in bearing capacity at room and high temperature, respectively. The superior integrated load-bearing and heat shielding efficiency are elucidated through the systematical analysis of the influence of hierarchical design on detrimental failure modes under high temperature: buckling and mixed buckling-plastic fracture of the basic and secondary hierarchy. This work could provide a fundamental knowledge for the future design of lightweight structures with thermo-mechanical superiority in high temperature conditions, such as hypersonic flight vehicles scenarios.