The current state of the art on material science emphasizes recent research efforts aimed at designing novel materials characterized by low-density and advanced properties. The present article reports the experimental, theoretical and simulation results on the thermal behavior of 3D printed discs. Filaments of pure poly (lactic acid) PLA and filled with 6 wt% of graphene nanoplatelets (GNPs) are used as feedstocks. Experiments indicate that the introduction of graphene enhances the thermal properties of the resulting materials since the conductivity passes from the value of 0.167 [W/mK] for unfilled PLA to 0.335 [W/mK] for reinforced PLA, which corresponds to a significantly improvement of 101%. Exploiting the potential of 3D printing, different air cavities have been intentionally designed to develop new lightweight and more cost-effective materials without compromising their thermal performances. Furthermore, some cavities are equal in volume but different in the geometry; it is necessary to investigate how this last characteristic and its possible orientations affect the overall thermal behavior compared to that of an air-free specimen. The influence of air volume is also investigated. Experimental results are supported by theoretical analysis and simulation studies based on the finite element method. The results aim to be a valuable reference resource in the field of design and optimization of lightweight advanced materials.