An α/β two-phase Ti-6Al-4V alloy was fabricated by electron beam melting to obtain a basketweave structure. The orientation dependence of the mechanical properties of Ti-6Al-4V alloy was studied by micro-pillar compression and post-mortem transmission electron microscopy analysis. The results indicate that different grains have different mechanical responses, and the possible attributions were discussed. Besides the orientation effect, due to the limited volumes of micropillars, the size of the α phases, dispersion of the β phases, and the presence of the free dislocation path also affect the mechanical properties of the micropillars to a large extent. Although no direct link was discovered between the mechanical properties and the parent β orientations, this work provided a promising method to further study the anisotropic mechanical behavior in Ti-6Al-4V alloy.