The additive manufacturing (AM) of a Fe-12Cr stainless steel alloy using laser-directed energy deposition (L-DED) technology was evaluated under various processing conditions. This involved adaptive adjustments to the laser traverse speed while maintaining constant power to control the cooling rate of the layers. The study revealed that concurrent martensitic phase transformation and micro-twinning occurred in this alloy due to the accelerated cooling rates associated with L-DED. These phenomena were examined using electron backscatter diffraction (EBSD) and scanning transmission electron microscopy (STEM) analyses. The research focused on the mechanisms behind the formation of micro-twins alongside martensitic laths, as well as how their geometry and size depend on the cooling rate. This was discussed in relation to the nano-scale strain maps derived from the nano-beam diffraction pattern (NBDP) calculations, providing insights into the lattice structure.