In order to mimic the natural heterogeneity of native tissue and provide a better microenvironment for cell culturing, multi-material bioprinting has become a common solution to construct tissue models in vitro. With the embedded printing method, complex 3D structure can be printed using soft biomaterials with reasonable shape fidelity. However, the current sequential multi-material embedded printing method faces a major challenge, which is the inevitable trade-off between the printed structural integrity and printing precision. Here, we propose a simultaneous multi-material embedded printing method. With this method, we can easily print firmly attached and high-precision multilayer structures. With multiple individually controlled nozzles, different biomaterials can be precisely deposited into a single crevasse, minimizing uncontrolled squeezing and guarantees no contamination of embedding medium within the structure. We analyse the dynamics of the extruded bioink in the embedding medium both analytically and experimentally, and quantitatively evaluate the effects of printing parameters including printing speed and rheology of embedding medium, on the 3D morphology of the printed filament. We demonstrate the printing of double-layer thin-walled structures, each layer less than 200 μm, as well as intestine and liver models with 5% gelatin methacryloyl that are crosslinked and extracted from the embedding medium without significant impairment or delamination. The peeling test further proves that the proposed method offers better structural integrity than conventional sequential printing methods. The proposed simultaneous multi-material embedded printing method can serve as a powerful tool to support the complex heterogeneous structure fabrication and open unique prospects for personalized medicine.