Traditional sports insoles could reduce plantar pressure and protect against external dynamic shock during exercising, while their performance was limited severely for individuals with abnormal gait. Thus, it was in urgent need to develop insoles with both safeguarding and orthopedic functions. Here, shear stiffening gel (SSG), whose storage modulus rose dramatically with the shear frequency, was encapsulated in elastic elastomer (Ecoflex) tubes by using the coaxial direct ink writing technique to prepare customized insoles. The printing parameters were investigated to optimize the mechanical property of SSG/Ecoflex composite core-sheath fibers and hybrid films. Due to the rate-dependent mechanical property of inner SSG, the hybrid films could dissipate 53.4% impact acceleration, 46.9% penetrated force and increase buffer time by 1.6 times under dynamic loadings, thus presenting excellent safeguarding performance. Compared with commercial insoles, coaxial additive manufactured SSG/Ecoflex hybrid insoles not only exhibited better protection against sudden shocks during mild and violent exercises but also provided physical corrections to abnormal walking gaits, such as varus and valgus foot. Therefore, the programmable coaxial additive manufacture technique for constructing SSG/Ecoflex composite sports armors hold great promise for future advanced safeguarding and customized health improvement.