Sort and print feature classes stored in geodatabase datasets

printFeatures.py

import arcpy

arcpy.env.workspace = r'<path_to_gdb>'

dsList = arcpy.ListDatasets()

for ds in dsList:
    fcList = sorted(arcpy.ListFeatureClasses(None, None, ds))

    print ('Feature Dataset: {0}\n').format(ds)
    for fc in fcList:
        print fc

    print '\n\n'