Additive manufacturing allows for design freedom and part complexity not currently attainable using traditional manufacturing technologies. Fused Filament Fabrication (FFF), for example, can yield novel component geometries and functionalities because the method provides a high level of control over material placement and processing conditions. This is achievable by extrusion of a preprocessed filament feedstock material along a predetermined path. However if fabrication of a multifunctional part relies only on conventional filament materials, it will require a different material for each unique functionality printed into the part. Carbon nanotubes (CNTs) are an attractive material for many applications due to their high specific strength as well as good electrical and thermal conductivity. The presence of this set of properties in a single material presents an opportunity to use one material to achieve multifunctionality in an additively manufactured part. This paper describes a recently developed method for processing continuous CNT yarn filaments into three-dimensional articles, and summarizes the mechanical, electrical, and sensing performance of the components fabricated in this way.