Cold spray additive manufacturing (CSAM) is relatively a new additive manufacturing technology that does not employ heat to achieve bonding between metal particles and the substrate. The CSAM process operates at a temperature lower than the melting temperature of the metal particle and the substrate. Hence, the constraints associated with high-temperature processing such as oxidation and phase change can be minimised, as well as the requirement of energy can be significantly reduced. This technology offers promising solutions for a wide range of applications in industries such as automotive, aerospace, and nuclear power generation. In this study, the effects of build orientation and post-build heat treatment on additively manufactured (AM) copper were investigated. Copper deposits were fabricated using a novel spraying system where stationary nozzle propels metal particles by compressed air onto a substrate clamped on a moving robot arm. The deposits were built in two different orientations (XY—0° and Z—90° to the build platform, respectively) and then mechanically tested in the as-deposited (AD), annealed at 400 °C (400 M), and sintered at 1000 °C (1000 M) conditions. The results strongly suggested that Z-build orientation samples had substantially lower inter-particle bonding strength compared with the XY-build direction samples due to the presence of porosity network. This pore network was created when the spray angle was abruptly changed from 90 to 45° orientation. The metallurgical bonding between particles improved with subsequent heat treatment. The 400 M samples consisted of recrystallised microstructure leading to an increase in tensile strength and ductility. Although the metallurgical bonding in the 1000 M samples was comparably better than the as-desposited samples, the formation of grossly large pores along grain boundaries acted as crack initiation sites, thereby resulting in very poor mechanical properties. This study has provided insights into the CSAM processing parameter selection and potential post-processing route to improve the mechanical properties of cold-sprayed copper parts.