A fused deposition modeling method was used in this research to investigate the possibility of improving the mechanical properties of poly(lactic acid) by changing the thermal conditions of the printing process. Sample models were prepared while varying a wide range of printing parameters, including bed temperature, melt temperature, and raster angle. Certain samples were also thermally treated by annealing. The prepared materials were subjected to a detailed thermomechanical analysis (differential scanning calorimetry, dynamic mechanical analysis, heat deflection temperature (HDT)), which allowed the formulation of several conclusions. For all prepared samples, the key changes in mechanical properties are related to the content of the poly(lactic acid) crystalline phase, which led to superior properties in annealed samples. The results also indicate the highly beneficial effect of increased bed temperature, where the best results were obtained for the samples printed at 105 °C. Compared to the reference samples printed at a bed temperature of 60 °C, these samples showed the impact strength increased by 80% (from 35 to 63 J/m), HDT increased by 20 °C (from 55 to 75 °C), and also a significant increase in strength and modulus. Scanning electron microscopy observations confirmed the increased level of diffusion between the individual layers of the printed filament.