Powder bed fusion of difficult-to-weld-steels such as the 42CrMo4 applied in this study is a challenging task. These materials are often susceptible to crack formation. To minimize thermal gradients and residual stresses, laser beam technologies generally require preheating of the substrates. Selective Electron Beam Melting (SEBM), on the other hand, is based on preheating the powder bed and, thus, enables crack-free printing even at greater heights. The present study demonstrates the processing of 42CrMo4 by SEBM. Besides parameter optimization, powder analysis, microstructural characterization as well as mechanical testing were carried out both for the as built and heat-treated conditions. The results indicate that the mechanical properties are comparable to those of conventional manufacturing technologies. Furthermore, a generic demonstrator with complex structures shows the high potential of SEBM for these particularly challenging steels.