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In order to simulate micromachining of Ti-Nb medical devices produced in situ by selective laser melting, it is necessary to use constitutive models that allow one to reproduce accurately the material behavior under extreme loading conditions. The identification of these models is often performed using experimental tension or compression data. In this work, compression tests are conducted to investigate the impact of the loading conditions and the laser-based powder bed fusion (LB-PBF) building directions on the mechanical behavior of β-Ti42Nb alloy. Compression tests are performed under two strain rates (1 s−1 and 10 s−1) and four temperatures (298 K, 673 K, 873 K and 1073 K). Two LB-PBF building directions are used for manufacturing the compression specimens. Therefore, different metallographic analyses (i.e., optical microscopy (OM), scanning electron microscopy (SEM), energy-dispersive X-ray (EDX), electron backscatter diffraction (EBSD) and X-ray diffraction) have been carried out on the deformed specimens to gain insight into the impact of the loading conditions on microstucture alterations. According to the results, whatever the loading conditions are, specimens manufactured with a building direction of 45∘ exhibit higher flow stress than those produced with a building direction of 90∘, highlighting the anisotropy of the as-LB-PBFed alloy. Additionally, the deformed alloy exhibits at room temperature a yielding strength of 1180 ± 40 MPa and a micro-hardness of 310 ± 7 HV0.1. Experimental observations demonstrated two strain localization modes: a highly deformed region corresponding to the localization of the plastic deformation in the central region of specimens and perpendicular to the compression direction and an adiabatic shear band oriented with an angle of ±45 with respect to same direction.