To ensure consistent performance of additively manufactured metal parts, it is advantageous to identify alloys that are robust to process variations. This paper investigates the effect of steel alloy composition on mechanical property robustness in laser-directed energy deposition (L-DED). In situ blending of ultra-high-strength low-alloy steel (UHSLA) and pure iron powders produced 10 compositions containing 10–100 wt% UHSLA. Samples were deposited using a novel configuration that enabled rapid collection of hardness data. The Vickers hardness sensitivity of each alloy was evaluated with respect to laser power and interlayer delay time. Yield strength (YS) and ultimate tensile strength (UTS) sensitivities of five select alloys were investigated in a subsequent experiment. Microstructure analysis revealed that cooling rate-driven phase fluctuations between lath martensite and upper bainite were a key factor leading to high hardness sensitivity. By keeping the UHSLA content ≤20% or ≥70%, the microstructure transformed primarily to ferrite or martensite, respectively, which generally corresponded to improved robustness. Above 70% UHSLA, the YS sensitivity remained low while the UTS sensitivity increased. This finding, coupled with the observation of auto-tempered martensite at lower cooling rates, may suggest a strong response of the work hardening capability to auto-tempering at higher alloy contents. This work demonstrates a methodology for incorporating robust design into the development of alloys for additive manufacturing.