Traditional origami structures fold along pre-defined hinges, and the neighboring facets of the hinges are folded to transform planar surfaces into three-dimensional (3D) shapes. In this study, we present a new self-folding design and fabrication approach that has no folding hinges and can build 3D structures with smooth curved surfaces. This four-dimensional (4D) printing method uses a thermal-response control mechanism, where a thermo shrink film is used as the active material and a photocurable material is used as the constraint material for the film. When the structure is heated, the two sides of the film will shrink differently due to the distribution of the constraint material on the film. Consequently, the structure will deform over time to a 3D surface that has no folding hinges. By properly designing the coated constraint patterns, the film can be self-folded into different shapes. The relationship between the constraint patterns and their correspondingly self-folded surfaces has been studied in the paper. Our 4D printing method presents a simple approach to quickly fabricate a 3D shell structure with smooth curved surfaces by fabricating a structure with accordingly designed material distribution.