The main motivations for this study arise from the need for an assessment of the fatigue performance of DMLS-produced Maraging Steel MS1, when it is used in the “as fabricated” state. The literature indicates a lack of knowledge from this point of view; moreover, the great potentials of the additive process may be more and more incremented, if an easier and cheaper procedure could be used after the building stage. The topic has been tackled experimentally, investigating the impact of heat treatment, machining, and micro-shot-peening on the fatigue strength with respect to the “as built state”. The results indicate that heat treatment may improve the fatigue response, as an effect of the relaxation of the process-induced tensile residual stresses. Machining can also be effective, but it must be followed (not preceded) by shot-peening, to benefit from the compressive residual stress state generated by the latter. Moreover, heat treatment and machining are related by a strong positive interaction, meaning their effects are synergistically magnified when they are applied together. The experimental study has been completed by fractographic as well as micrographic analyses, investigating the impact of the heat treatment on the actual microstructure induced by the stacking process.