3D concrete printing is an innovative and promising construction method that is rapidly gaining ground in recent years. This technique extrudes premixed concrete materials through a nozzle to build structural components layer upon layer without formworks. The build-up process of depositing filaments or layers intrinsically produce laminated structures and create weak joints between adjacent layers. It is of great significance to clearly elaborate the mechanical characteristics of 3D printed components response to various applied loads and the different performance from the mould-cast ones. In this study, a self-developed 3D printing system was invented and applied to fabricate concrete samples. Three points bending test and direct double shear test were carried out to investigate the mechanical properties of 3D printed prisms. The anisotropic behaviors were probed by loading in different directions. Meanwhile, piezoelectric lead zirconate titanate (PZT) transducers were implemented to monitor the damage evolution of the printed samples in the loading process based on the electromechanical impedance method. Test results demonstrate that the tensile stresses perpendicular to the weaken interfaces formed between filaments were prone to induce cracks than those parallel to the interfaces. The damages of concrete materials resulted in the decrease in the frequency and a change in the amplitude in the conductance spectrum acquired by mounted PZT patches. The admittance signatures showed a clear gradation of the examined damage levels of printed prisms exposed to applied loadings.