This work is focused on investigation of shape memory and self-healing behavior of multicomponent polylactic acid-polycaprolactone-graphene nanocomposites (PLA/PCL/GR) activated by Joule heating. Nanocomposites were prepared by melt extrusion allowing the preferable localization of graphene in the PLA/PCL matrix as varying the PCL content. Advanced electrical, mechanical, thermo-mechanical and Joule heating properties were evaluated and related to the microstructure of nanocomposites. The presence of PCL soft segment to the weight content of PLA hard segment in the polymer blend contributed to an increment of toughness and elongation of the polymer nanocomposites. The morphology transitions from droplet–matrix to co-continuous and phase-inverted structures was observed as the PCL content increased, that affected the graphene localization in the PLA/PCL blend. Such structural peculiarities were found determinant for the electrical, mechanical and thermomechanical properties. The shape memory behavior was confirmed for the deformation at 180^o in torsion and bending, stimulated by a controlled Joule heating to 100^oC at voltage of 30-50V. Performed electrically-induced shape memory tests revealed an exceptional reversibility between the temporary and permanent states of the nanocomposite including shape fixation rate, Rf ~98% and shape recovery rate, Rr ~ 90%. Shape-memory assisted self-healing was visualized. The nanocomposite filament demonstrated a great potential for 4D-printing of objects with complex structures, shapes and electrically-stimulated shape-memory and self-healing functions. The filament is biodegradable, recyclable and reusable, which will reduce the carbon footprint of the rapidly developing additive technology.