Selective laser melting (SLM) is an additive manufacturing process used to produce parts with complex geometries layer by layer. This rapid solidification method allows fabricating samples in a non-equilibrium state and with refined microstructure. In this work, this method is used to fabricate 3 mm diameter rods of a Cu-based shape memory alloy. The phase formation, thermal stability and mechanical properties were investigated and correlated. Samples with a relative density higher than 92% and without cracks were obtained. A single monoclinic martensitic phase was formed with average grain size ranging between 28 to 36 μm. The samples exhibit a reverse martensitic transformation temperature around 106 ± 2 °C and a large plasticity in compression (around 15±1%) with a typical “double-yielding” behaviour.