Selective laser melting (SLM) is a laser powder bed fusion (L-PBF) technique that can be used to print lattice structures with fine complicated features. Much effort has been made to choose a lattice design that enhances the mechanical and biological functions for biomedical implants. Triply periodic minimal surface (TPMS) lattice structures, namely gyroids, have shown a great potential to match the mechanical and biological properties of bone tissue. Although the design plays a major role in determining the properties of lattice structures, the effect of the SLM process on the lattice structure quality is often overlooked. This work focuses on the relationship between the resultant microstructure and the mechanical properties of Ti6Al4V gyroid lattice structures. Different process parameter combinations were used to develop a wide range of volumetric energy density (VED). The gyroid design was then printed at three VED levels: 43, 103, and 192 J/mm³. The apparent density, morphology, and internal defects were analyzed. Microcomputed tomography (microCT) was used for characterizing the morphology of the samples. The results showed that the apparent density was highly dependent on the VED level; the density of the parts printed with a VED of 192 J/mm³ was 150% higher than that of those printed with VED of 43 J/mm³. The percentage of internal defects ranged from 0.3 to 2.1% and was directly proportional to the VED level. The mechanical strength was more dependent on the overall density rather than the internal defects. Thus, parts printed at VED of 192 J/mm³ had an almost 200% higher apparent compressive modulus and peak strength compared to those printed at VED of 43 J/mm³. In addition, a finite element model has been developed using ABAQUS®. The numerical results were in good agreement with the experimental data and may be used to make predictions for different gyroid designs.