The metal lattice structures manufactured by selective laser melting (SLM) has a wide range of engineering applications in aerospace and other fields due to its advantages such as large freedom of structural design, lightweight, shock absorption and so on. However, the research on its mechanical properties is still insufficient. In this study, Body-centered cubic (BCC) and Diamond (Dia) lattice structures with different directions were designed, and AlSi10Mg lattice structures were manufactured by SLM. Compressing tests were carried out on the formed samples, combined with finite element analysis (FEA), the anisotropy effects of lattice structures on the compression and energy absorption efficiency were studied. The results show that BCC and Dia lattice structures have obvious anisotropy. In the case of roughly the same relative density, from 0° to 45°, the yield strength increases obviously with the increase of the angle. The anisotropy of the BCC lattice structure has a more obvious effect on the compressive yield strength, and the yield strength of the Dia lattice structure is significantly higher than the BCC lattice structure. The specific energy absorption (SEA) of the lattice structure in different directions is obviously different. From 0° to 45°, as the angle increases, the specific energy absorption increases significantly. The specific energy absorption of the Dia lattice structure is significantly higher than the BCC lattice structure. The crash load efficiency (CLE) of the lattice structure in different directions is obviously different. The BCC lattice structure reaches a maximum of 1.07 in the 0° direction and gradually decreases with the increase of lattice structure angle. The crash load efficiency of the Dia lattice structure increases with the increase of lattice structure angle and reaches the maximum of 1.01 in the 45° direction.