The design of the light-weight infill structure is a hot research topic in additive manufacturing. In recent years, various infill structures have been proposed to reduce the amount of printing material. However, 3D models filled with them may have very different structural performances under different loading conditions. In addition, most of them are not self-supporting. To mitigate these issues, a novel light-weight infill structure based on the layer construction is proposed in this article. The layers of the proposed infill structure continuously and periodically transform between triangles and hexagons. The geometries of two adjacent layers are controlled to be self-supporting for different 3D printing technologies. The machine code (Gcode) of the filled 3D model is generated in the construction of the infill structure for 3D printers. That means 3D models filled with the proposed infill structure do not need an extra slicing process before printing, which is time consuming in some cases. Structural simulations and physical experiments demonstrate that our infill structure has comparable structural performance under different loading conditions. Furthermore, the relationship between the structural stiffness and the parameters of the infill structure is investigated, which will be helpful for non-professional users.