The mechanical properties such as energy absorption, crushing behavior, and strength-to-weight ratio of graded density structures are significantly better when compared with uniform density counterparts. Graded density structures have been widely investigated due to recent developments in additive manufacturing (AM) technology, which can easily manufacture complex geometries. The study explores the significance of variable-dimension helical spring (VDS) to be used in shoe midsole to improve the stiffness, energy absorption, and energy return. Two novel shoe midsoles are designed using the variable-dimension helical springs and their performance was compared with a third shoe midsole designed using uniform-dimension helical spring (UDS). Variable-dimension shoe midsoles were designed according to the actual pressure distribution applied by the human foot on the midsole. The Multijet fusion AM process was employed for the fabrication of all shoe midsole samples. It is revealed that despite the same mass and bounding box, variable-dimension midsoles have significantly improved mechanical properties compared to uniform-dimension midsole. It is found that the VDS midsole has sixfolds higher force-bearing capacity, and has a lower permanent material setting phenomena when compared to UDS midsole. Moreover, a higher (45%) distortion was found in the UDS midsole after the loading-unloading experiment when compared to the VDS midsole (24%) distortion. A further comparison of the VDS midsole was carried out with the commercially available wave spring-based midsole. Despite about 2-fold higher weight of the wave spring-based midsole, the VDS polymer midsole has higher mechanical properties found in terms of flexibility and force-bearing capacity. Finally, it is concluded that the VDS structure of the midsole can enhance the mechanical properties such as force-bearing capacity, flexibility, and stability with a higher strength-to-weight ratio. This study also proves the feasibility of design and AM of customer-specific shoe midsole.