W-Ni-Fe-Co pre-alloyed powder was prepared by plasma rotating electrode process, and then fabricated by selective electron beam melting (SEBM). W-Ni-Fe-Co pre-alloy powder consists of spherical powders and irregular powders with the microstructure of tungsten particles coated by γ- (Ni-Fe) phase, which contains supersaturated tungsten. Microstructure of the W-Ni-Fe-Co alloy shows a certain heredity from powder to SEBMed sample. The molten pool will be subjected to recoil pressure, hot capillary force and Marangoni convection during SEBM, the instantaneous flow of the molten pool promoted the rearrangement of tungsten particles, leading a higher uniformity in the SEBM sample than the powder. Densification process during SEBM is mainly the rearrangement of W particles, and there is no significant dissolution-precipitation process of W. The tensile strength of SEBMed W-Ni-Fe-Co alloy was measured to be 1098MPa together with a poor ductility. Fracture mode is brittle transgranular fracture and ductile tearing of γ- (Ni-Fe) bonding phase.