Shell-infill structures consist of exterior solid shell and interior lattice infill, whose closed feature leads to superior comprehensive mechanical performances yet light weight. Additive manufacturing (AM) increases the industrial popularities of shell-infill structures due to its capability to fabricate such complicated integrated structures. However, mechanical performances of integrated manufactured shell structures with lattice infill are still lack of systematic investigation to guide practical application. In this paper, mechanical properties and energy absorption of AlSi10Mg shell structures with BCC (Body Center Cubic) lattice infill by additive manufacturing are investigated. Both quasi-static compressive experiments and corresponding finite element analysis are conducted to investigate the mechanical behaviors. In addition, two different finite element modelling methods are compared to determine the appropriate modelling strategy because combination of shell structures and BCC lattice infill increases the simulations challenges to predict the shell and lattice deformation simultaneously. The results show that the shell-infill structures have a large improvement compared to the lattice structure. The exterior solid shell can enhance the equivalent Young’s modulus by up to 2.3 times. Meanwhile, increasing the infill strut diameter is more conducive to improvement of specific energy absorption by up to 1.6 times.