In near-field microscopy at millimetre and THz wave frequencies, it is essential to design focusing elements featuring sub-wavelength dimensions. Teflon has been a very popular material for designing dielectric waveguides, however, it is difficult to mill or cut focusing elements with (sub)-millimetre dimensions due to its softness. Hence, a new method, based on additive manufacturing technology, e.g. the Dimension Elite 3D printer, is introduced. The material and structure of 3D printed products is analysed by means of broad band dielectric spectroscopy using a Quasi-optical Millimetre wave vector network analyser (MVNA) operating in the 40 to 330 GHz range. A comparison between 3D printed ABS with Teflon is presented and the possible millimetre wave applications are finally discussed.