Cellular thermoplastic structures with hierarchical multi-scale porosity (preferably 1-300 µm micro-porosity to 0.3-10 mm macro-porosity) are produced from an integrated approach of 3D printing, preferably by Fused Deposition Modeling (FDM), and of supercritical gas foaming (SCF). Porous filaments or strands and related hierarchical structures are processed in one continuous step. The influence of printing parameters (e.g. deposition temperature and speed) on foam morphology and pores distribution is described for a thermoplastic based polymer. The process may be applied to other thermoplastic filaments, or strands, with different properties. Such strands are combined in 3D configurations to create hierarchical structures. The process according to the invention offers for the first time the possibility to fine tune cellular morphology at different scales in a continuous way, and provides an unmatched freedom to design anisotropy in three dimensions.