Shape memory polymers are attractive smart materials that have many practical applications and academic interest. Three-dimensional (3D) printable shape memory polymers are of great importance for the fabrication of soft robotic devices due to their ability to build complex 3D structures with desired shapes. We present a 3D printable shape memory polymer, with controlled melting and transition temperature, composed of methacrylated polycaprolactone monomers and N-Vinylcaprolactam reactive diluent. Tuning the ratio between the monomers and the diluents resulted in changes in melting and transition temperatures by 20, and 6 °C, respectively. The effect of the diluent addition on the shape memory behavior and mechanical properties was studied, showing above 85% recovery ratio, and above 90% fixity, when the concentration of the diluent was up to 40 wt %. Finally, we demonstrated multi-material printing of a 3D structure that can be activated locally, at two different temperatures, by two different stimuli; direct heating and light irradiation. The remote light activation was enabled by utilizing a coating of Carbon Nano Tubes (CNTs) as an absorbing material, onto sections of the printed objects.