Directed energy deposition (DED), as an additive manufacturing technology, has shown unique advantages in multi-material additive manufacturing and remanufacturing. In this study, two types in-situ alloyed CrCoNi medium entropy alloys that have thin-walled structures with different thicknesses (T1 and T2) were manufactured by the DED process, and the mechanisms of differences in relative density, microstructure, and mechanical properties at different heights were systematically analyzed. In terms of microstructure, the T1 and T2 samples along the building direction exhibit significant differences in crystallographic orientation, grain size, and dislocation density, which are related to the local temperature gradient differences caused by the scanning path and heat accumulation. In terms of mechanical properties at different heights of the two types of thin-walled structures, the yield strength is higher but the elongation is lower at the bottom position of sample, while the yield strength is lower but the elongation is higher at the middle and top positions. The differences of mechanical properties at different heights of the T1 and T2 samples are related to the microstructure and relative density. This finding provides new insights for the design and performance analysis of complex thin-walled structures formed by additive manufacturing.