Triple-shape memory polymers are developed by blending and crosslinking two semicrystalline polymers (poly(cyclooctene), PCO, and polyethylene, PE) towards creating two pronounced segregated crystalline domains within a covalently crosslinked network. The key thermo-mechanical properties of a series of a polyalkenamer and a polyolefin based polymer blends are characterised using thermogravimetric analysis (TGA), differential scanning calorimetry (DSC) and dynamic mechanical thermal analysis (DMTA). Furthermore, the versatile multi-shape memory functionality is demonstrated, and main shape memory response is evaluated by performing consecutive thermo-mechanical bending experiments based on a two-step programming process and subsequent progressive thermal recovery. The proposed approach, thanks to the excellent achieved shape memory properties, as well as the possibility of tailoring the thermo-mechanical response, is presented as a versatile method to increase the potential applications of these thermo-active materials by designing optimal compositions.