In order to manufacture non-ferromagnetic heterogeneous material by Selective Laser Melting (SLM), it is necessary to solve the separation problem of non-ferromagnetic mixed powders after SLM forming. This research presents how to resolve this problem using TiNi/Ta mixed powders by ultrasonic vibration screening method and the analysis of SLM manufacturing experiment for non-ferromagnetic heterogeneous material. The purity of TiNi and Ta powders after separation could reach 99.7087%wt% and 98.8501wt% respectively, which both reached a relatively high purity. A TiNi alloy sample with Ta coating and TiNi/Ta gradient transition was manufactured successfully by SLM. The material interface of the sample achieves metallurgical bonding, and the color of the sample profile shows a gradient transition. The EDS analysis shows that the material composition changes from Ta ->Ta/TiNi gradient ->TiNi from surface to inside of the sample. The Ta coating contains over 92.5wt% Ta, and the TiNi matrix contains over 98.69wt% TiNi. Along the powder laying direction, it is difficult to clean the small powder near the solid-powder or solid-solid interfaces made of two different materials, which causes micro polluted areas near the interfaces. This study also provides a new method for integrated manufacturing of TiNi alloy part with Ta coating.