Residual powder is a defect in powder bed fusion-based additive manufacturing (3D printing), and it is difficult to completely remove it from as-printed materials. In addition, it is not necessary to apply 3D printed implants with residual powder in the clinic. The immunological response triggered by the residual powder is an important area of study in medical research. To further understand the possible immunological reactions and hidden dangers caused by residual powders in vivo, this study compared the immunological reactions and osteolysis caused by typical powders for four implant materials: 316 L stainless steel, CoCrMo, CP-Ti, and Ti-6Al-4V (particle size range of 15-45 μm), in a mouse skull model. Furthermore, the possible immunological responses and bone regeneration induced by the four 3D printed implants with residual powder in a rat femur model were compared. In the mouse skull model, it was found that the 316L-S, CoCrMo-S, and especially the 316L-M powders, upregulated the expression of pro-inflammatory factors, increased the ratio of RANKL/OPG, and activated more functional osteoclasts, resulting in more severe bone resorption compared with those in other groups. In the rat femur model, which is more suitable for clinical practice, there is no bone resorption in implants with residual powders, but they show good bone regeneration and integration ability because of their original roughness. The results indicate that the expressions of inflammatory cytokines in all experimental groups were the same as those in the control group, showing good biological safety. The results answered some critical questions related to additively manufactured medical materials in vivo and indicated that as-printed implants may have great potential in future clinical applications.