This study presents an experimental investigation on elucidating the influence of build orientation on the microstructure and macroscopic response of the selective laser melted (SLM) Ti-6Al-4V alloy under compressive loading at varying strain rates. Quasi-static (at 0.001 s−1) uniaxial compression and dynamic impact tests (up to 4500 s−1) were carried out on specimens with their building directions either being parallel, diagonal or normal to the loading direction. The initial microstructure, dynamic compression stress–strain response, strain rate sensitivity, strain rate hardening effect, adiabatic temperature rise, and fracture behaviours are discussed. The results show that although the build orientation has a negligible influence upon the adiabatic temperature rise, the yield strength and strain-hardening rate of the SLM Ti-6Al-4V alloy are both build orientation and strain-rate dependent. Fractographic examination of the fragmented specimens under quasi-static and impact loading reveals ductile dimples and smooth surfaces, which indicate the coexistence of both ductile and brittle fractures. Although build orientation barely affects the fracture topology of quasi-static compressed specimens, it has a notable impact on facture morphology for dynamically loaded specimens.