The fast development of low-cost desktop three-dimensional (3D) printers has made those devices widely accessible for goods manufacturing at home. However, is it safe? Users may belittle the effects or influences of pollutants (organic compounds and ultrafine particles) generated by the devices in question. Within the scope of this study, the authors attempt to investigate thermal decomposition of the following commonly used, commercially available thermoplastic filaments: acrylonitrile-butadiene-styrene (ABS), polylactic acid (PLA), polyethylene terephthalate (PET), and nylon. Thermogravimetric analysis has shown the detailed thermal patterns of their behavior upon increasing temperature in neutral atmosphere, while GC analysis of organic vapors emitted during the process of heating thermoplastics have made it possible to obtain crucial pieces of information about the toxicity of 3D printing process. The conducted study has shown that ABS is significantly more toxic than PLA. The emission of volatile organic compounds (VOC) has been in the range of 0.50 µmol/h. Styrene has accounted for more than 30% of total VOC emitted from ABS, while for PLA, methyl methacrylate has been detected as the predominant compound (44% of total VOCs emission). Moreover, the authors have summarized available or applicable methods that can eliminate formed pollutants and protect the users of 3D printers. This article summarizes theoretical knowledge on thermal degradation of polymers used for 3D printers and shows results of authors' investigation, as well as presents forward-looking solutions that may increase the safety of utilization of 3D printers.