Additive manufacturing build parameters are used to engineer structural metamaterials lattices with controllable mechanical performance, achieved through microstructural grading of 17-4PH steel without compositional or geometric modification. The high solidification rates of laser powder-bed fusion suppress the thermal martensitic transformation and lead to elevated levels of retained austenite. Diamond cubic lattices built at low energy density (low thermal strain) retain a low martensite phase fraction (3 wt%) and exhibit a bend-dominated compression response. Lattices built at high energy density experience increased thermal strain during the build, causing in-situ deformation-driven transformation, yielding 44 wt% martensite; these exhibit a stretch-dominated compression response. Metamaterial lattices, with high and low energy density parameters in different configurations, exhibit mixed compression responses. Controllable mechanical response was achieved through control of microstructure, using build parameters to adjust thermal strain and selectively suppress or trigger the martensitic phase transformation in-situ.