This article presents the Direct Metal Deposition (DMD) process as a method to build a graded austenitic-to-martensitic steel. Builds are obtained by varying the ratio of the two powders upon DMD processing. Samples with gradual transitions were successfully obtained thanks to the use of a high dilution rate from a layer to another. Long austenitic grains are observed on 316L side when martensitic grains are observed on Fe-9Cr-1Mo side. In the transition zone, the microstructure is mainly martensitic. Characterizations were performed after building and after a tempering heat treatment at 630°C during 8h and compared to dissimilar Electron Beam welds. Before heat treatment, DMD graded area has high hardness values (around 430 HV) due to fresh martensite formed during building. Tempering heat treatment allows reducing hardness in this area to 300 HV. EDS measurements indicate that the chemical gradient between 316L and Fe-9Cr-1Mo obtained by DMD is smoother than the chemical change obtained in Electron Beam (EB) welds. Microstructures in DMD are quite different from those obtained by EB welding. Hardness measurements in DMD samples and in welds exhibit similar behaviours: the weld metal and the Fe-9Cr-1Mo heat affected zone are relatively hard after welding because of fresh martensite, such as the DMD transition zone. These areas are all softened by the tempering heat treatment.