Axial fully-reversed strain-controlled (R=−1) fatigue experiments were performed to obtain data demonstrating the effects of building orientation (i.e. vertical versus horizontal) and heat treatment on the fatigue behavior of 17–4 PH stainless steel (SS) fabricated via Selective Laser Melting (SLM) (Yadollahi et al., submitted for publication [1]). This data article provides detailed experimental data including cyclic stress-strain responses, variations of peak stresses during cyclic deformation, and fractography of post-mortem specimens for SLM 17–4 PH SS.