This article presents a list of suitable techniques and materials leading to the design of an ultra-fast magnetorheological (MR) valve. Two approaches for achieving the short response time are proposed: (a) by means of material, and (b) by means of the shape. Within the shape approach, the revolutionary technique of 3D metal printing using a selective laser melting (SLM) method was tested. The suitability of the materials and techniques is addressed based on the length of the response time, which is determined by the FEM. The simulation results determine the response time of the magnetic flux density on the step signal of the current. Subsequently, the response time is verified by the measurement of the simple magnetorheological valve. The following materials were tested: martensitic stainless steel AISI 420A (X20Cr13), cutting steel 11SMn30, pure iron for SLM, Sintex SMC STX prototyping material, ferrite N87, and Vacoflux 50. A special technique involving grooves was used for preventing eddy currents on materials with a high electrical conductivity. The simulation and experimental results indicate that a response time shorter than 2.5 ms can be achieved using materials such as Sintex SMC prototyping, ferrite N87, and grooved variants of metal pistons.