Anisotropic fracture toughness of selective laser melted AISI 420 built in two build directions was investigated. Post-process heat treatments were performed at 200 °C and 400 °C to study the tempering effect. The parallel group exhibited better fracture toughness than the perpendicular group in both as-built and tempered states. KIC value of the 400 °C tempered state was superior to that of other states due to a coarser martensite phase. Elongated cellular structure was responsible for the anisotropic behavior because of a build direction effect, while the anisotropy was barely changed by the tempering treatments.