If you need your return address to show up in addition to the recipients address you will need to set up your "Me" card in address book. This article goes over how to accomplish that.
After that is set up, when you go to print an envelope from Address Book it will auto populate your return address. the article. The article "Address Book 6.x: Print contact information" goes over how to print that if you're not familiar.
Envelopes: Click Layout and choose the type of envelope you’re using from the Layout pop-up menu. If you’re using a non-standard envelope size, choose Define Custom, and then specify the envelope dimensions.
Click Label and then specify whether to include your return address and which address to use for it. Choose the type of address to print for each contact from the Addresses pop-up menu (for example, print a label for each contact’s home or work address, or both).
Use other Label options to choose the print order, to include a company (for business mailings) or a country (for international mailings), or to add a small graphic to the upper-left corner of the envelopes.
To choose the direction in which to feed the envelopes into the printer, click Orientation.
Hope that helps,