The mechanical properties and deformation behaviour of a selective laser melted (SLMed) Ti6Al4V alloy were investigated at the micro-scale via in situ micro-pillar compression. The microstructure of the alloy consists of acicular martensite (α′) compared to the bi-modal α/β microstructure of a mill-annealed alloy of similar composition. This microstructure, together with loading direction with respect to build direction, affects the mechanical properties and gives rise to anisotropy. Irrespective of build orientation, both the yield and the ultimate compressive strength of the alloy is about 1.8 times more than that of the mill-annealed alloy. The rise of anisotropy was related to the presence of prior β grain orientation with that of the loading direction and is discussed in relation to predominant fracture mechanisms. TEM investigation on the deformed micropillars showed the existence of a vast network of dislocations, stacking faults and compression twinning{101‾2}; which was identified as a load accommodation mechanism during deformation.