Soft pneumatic actuators with a channel network (pneu-net) based on thermoplastic elastomers are compatible with fused deposition modeling (FDM). However, conventional filament-based fused deposition modeling (FDM) printers are not well suited for thermoplastic elastomers with a shore hardness (Sh < 70A). Therefore, in this study, a pellet-based FDM printer was used to print pneumatic actuators with a shore hardness of Sh18A. Additionally, the method allowed the in situ integration of soft piezoresistive sensing elements during the fabrication. The integrated piezoresistive elements were based on conductive composites made of three different styrene-ethylene-butylene-styrene (SEBS) thermoplastic elastomers, each with a carbon black (CB) filler with a ratio of 1:1. The best sensor behavior was achieved by the SEBS material with a shore hardness of Sh50A. The dynamic and quasi-static sensor behavior were investigated on SEBS strips with integrated piezoresistive sensor composite material, and the results were compared with TPU strips from a previous study. Finally, the piezoresistive composite was used for the FDM printing of soft pneumatic actuators with a shore hardness of 18 A. It is worth mentioning that 3 h were needed for the fabrication of the soft pneumatic actuator with an integrated strain sensing element. In comparison to classical mold casting method, this is faster, since curing post-processing is not required and will help the industrialization of pneumatic actuator-based soft robotics.