Indentation tests and numerical simulations were conducted to investigate the effects of the indenter parameters (diameter and cone angle) and the relative density of Aluminum (Al) foams on the deformation mechanism of closed-cell Al foams, load response, and energy-absorbing capability. The results demonstrated that the densification occurred below the indenter, and cell tearing and bending occurred on both sides of the indenter, while the lateral plastic deformation insignificantly took place during the indentation tests. The load response and absorbed energy per unit volume dramatically increased with the cone angle of the indenter and the relative density of Al foams. However, the load response slightly increased but the absorbed energy per unit volume linearly decreased with the diameter of the indenter. Interestingly, the energy-absorption efficiency was independent of the diameter and cone angle of the indenter, and the relative density of Al foams as well. Our results suggest the indentation tests are recommended approaches to reflect the mechanical properties of closed-cell Al foams.