Nickel-based Inconel 718 is a very good candidate for selective laser melting (SLM). During the SLM process, Inconel 718 develops a complex and heterogeneous microstructure. A deep understanding of the microstructural features of the as-built SLM material is essential for the design of a proper post-process heat treatment. In this study, the microstructure of as-built SLM Inconel 718 was investigated at different length scales using optical microscopy (OM), scanning electron microscopy (SEM), and transmission electron microscopy (TEM). Electron backscatter diffraction (EBSD) was also used to analyze the grain morphology and crystallographic texture. Grains elongated in the build direction and crossing several deposited layers were observed. The grains are not constrained by the laser tracks or by the melt pools, which indicates epitaxial growth controls the solidification. Each grain is composed of fine columnar dendrites that develop along one of their axes oriented in the direction of the local thermal gradient. Consequently, prominent crystallographic texture was observed and the dendrites tend to grow to the build direction or with occasional change of 90° at the edge of the melt pools. At the dendrite length scale, the microsegregation of the alloying elements, interdendritic precipitates, and dislocations was also detected.