Femtosecond 3D printing is an important technology for manufacturing nano- and microscopic optical devices and elements. However, most structures in the past have been created using only one photoresist at a time, thus limiting potential applications. In this Letter, we successfully demonstrate the combination of two different photoresists, namely, IP-S and IP-Dip, to realize multi-component three-dimensional direct laser written optics. We use the combination of IP-S and IP-Dip to correct chromatic aberrations and to realize an achromatic axicon. In a second step, we demonstrate, to the best of our knowledge, the first three-dimensional direct laser written Fraunhofer doublet. We characterize their optical properties and measure the substantial reduction in chromatic aberrations. We outline the possibilities and benefits of creating three-dimensional direct laser written multi-component structures for micro-optics.