This paper presents a study on the experimental identification of laser based layer-by-layer Direct Metal Deposition (DMD) process parameters for manufacturing non-porous and non-cracked high quality thin wall structures from Shape Memory Alloy (SMA) NiTi powder. Sixteen thin walls were manufactured following a 23 factorial design of experiments. Three factors, laser power, coolant flow rate through a heat exchanger (heat sink) and powder flow rate were considered. Mechanical and optical profilometers were used to measure the surface roughness of the fabricated walls. A scanning electron microscope (SEM) and an optical microscope were used to estimate the quality of the walls' material: porosity, cracks and interlayer bonding. Statistical analysis has shown that laser power contributes approximately up to 70% to the quality of fabricated material. To validate the identified parameters a more complex 2.5-D high quality thin wall structure - an accordion spring actuator - was manufactured at the end of this study.