An additive manufacturing system for forming 3D parts includes a platen, a gantry, at least one print head, and a retention device. The gantry is configured to move the platen along a vertical axis. The at least one print head is configured to extrude part and/or support material onto a sheet substrate that is positioned on a support surface of the platen. The retention device includes a frame that is configured to press two or more edge portions of the sheet substrate against the support surface of the platen when the retention device is in a lowered position relative to the platen or support surface.