Fused Deposition Modeling (FDM) is widely used in advanced composites manufacturing, due to its low-cost and high-efficiency production. However, conventional sandwich honeycomb structures have limited the interfacial bonding between panels and core layers, making them prone to invisible separation even structural failure under external impact, which reduces their energy absorption effectiveness. To address this issue, this study utilized a dual-nozzle FDM 3D printer to integrally form a sandwich honeycomb structure. The panel layer is fabricated from high-strength Carbon Fiber-Reinforced Polymers (CFRP), specifically Polylactic Acid (PLA), Acrylonitrile Butadiene Styrene copolymer (ABS), Carbon Fiber Reinforced Polylactic Acid (PLA-CF), and Carbon Fiber Reinforced Acrylonitrile Butadiene Styrene (ABS-CF), whereas the honeycomb core layer is comprised of lightweight thermoplastic materials, namely PLA and ABS. A systematic investigation was made to explore the influence of material combinations on structural performance. Compression tests were carried out to obtain the peak stress and energy absorption performance of structures with different material combinations. Compression test results indicate that the ABS-CF/ABS composite exhibits the highest Specific Energy Absorption (SEA) of 16.4 J/g, representing an approximately 18% improvement over the pure ABS baseline. This demonstrates the significant advantage of in-situ multi-material printing designs in enhancing mechanical properties. The finding can provide theoretical and experimental basis for the development of lightweight structures in the aviation community.