Three-dimensional (3D) printing via fused deposition modeling (FDM) enables the fabrication of complex bio-inspired structures with high design flexibility; however, achieving an optimal balance among mechanical performance indicators remains challenging. This study proposes a comparative multi-criteria decision-making (MCDM) framework for optimizing the mechanical performance of FDM-fabricated bio-inspired structures, including Gyroid (G), I-graph-wrapped package (IWP), Fischer–Koch–S (FKS), and Primitive–Gyroid–Modified–Y (PMY). Eight specimens manufactured using polylactic acid (PLA) and PLA reinforced with short carbon fibers (PLA–CF) were experimentally evaluated under compression to determine mass, deformation, load-bearing capacity, and elastic modulus. Objective criterion weights were determined using the MEREC method, and three MCDM techniques, SAW, TOPSIS, and EAMR were employed for performance ranking and comparison. The results consistently identify PMY printed with PLA–CF as the optimal design across all methods, demonstrating the robustness and reliability of the proposed framework. Overall, the optimal structure exhibits a favorable combination of low mass, high load capacity, minimal deformation, and superior elastic modulus. This study provides a systematic and experimentally validated approach for multi-objective mechanical optimization of bio-inspired structures in additive manufacturing.