The influence of thermal history on the microstructures and properties of a multilayer stainless steel 410 (SS410) thin wall built by laser direct metal deposition (LDMD) process was investigated experimentally and numerically. Thermal history at two specified points in the substrate was measured by thermocouples during the process. A three-dimensional (3D) finite element model was developed to study the thermal history of the deposited material for the laser direct metal deposition of multilayer thin wall. The simulated and measured thermal history indicated that the absorption and loss of heat tended to be close to equilibrium when the deposited material reached a certain height during the LDMD process. Different microstructure regions were formed due to the different thermal history the material experienced. The hardness distribution along the height centerline of the thin wall was measured. The results indicated that thermal history had an important effect on the microstructure, and consequently on the final properties.