Quasi-static uniaxial compression on closed-cell aluminum foam and compression on closed-cell aluminum foam with lateral constraint were performed to study the size effects. The effects of sizes (height and diameter) and density of foam specimen on the mechanical properties of aluminum foam were investigated. The results showed that, the mechanical properties of closed-cell aluminum foams under uniaxial compression have obvious size effects, while the size effects in closed -cell aluminum foams with lateral constraint is not so obvious. Foam density is critical to the mechanical properties of closed-cell aluminum foams under the two different loading conditions. The dependency of yield strength and plateau stress of aluminum foam with lateral constraint on foam density is found to be more significant.