In this study, direct laser deposition (DLD) of nickel-based superalloy powders (Inconel 625) on structural steel (42CrMo4) was analysed. Cladding layers were produced by varying the main processing conditions: laser power, scanning speed, feed rate, and preheating. The processing window was established based on conditions that assured deposited layers without significant structural defects and a dilution between 15 and 30%. Scanning electron microscopy, energy dispersive spectroscopy, and electron backscatter diffraction were performed for microstructural characterisation. The Vickers hardness test was used to analyse the mechanical response of the optimised cladding layers. The results highlight the influence of preheating on the microstructure and mechanical responses, particularly in the heat-affected zone. Substrate preheating to 300 °C has a strong effect on the cladding/substrate interface region, affecting the microstructure and the hardness distribution. Preheating also reduced the formation of the deleterious Laves phase in the cladding and altered the martensite microstructure in the heat-affected zone, with a substantial decrease in hardness.