Additive manufacturing, or 3D printing, has had a big impact on the manufacturing world through its low cost, material recyclability, and fabrication of intricate geometries with a high resolution. Three-dimensionally printed polymer structures in aerospace, marine, construction, and automotive industries are usually intended for service in outdoor environments. During long-term exposures to harsh environmental conditions, the mechanical properties of these structures can be degraded significantly. Developing coating systems for 3D printed parts that protect the structural surface against environmental effects and provide desired surface properties is crucial for the long-term integrity of these structures. In this study, a novel method was presented to create 3D printed structures coated with a weather-resistant material in a single manufacturing operation using multi-material additive manufacturing. One group of specimens was 3D printed from acrylonitrile-butadiene-styrene (ABS) material and the other group was printed from ABS and acrylic-styrene-acrylonitrile (ASA) as a substrate and coating material, respectively. The uncoated ABS specimens suffered significant degradation in the mechanical properties, particularly in the failure strain and toughness, during exposure to UV radiation, moisture, and high temperature. However, the ASA coating preserved the mechanical properties and structural integrity of ABS 3D printed structures in aggressive environments.