Future space exploration will focus on destinations beyond Earth orbit, which necessitates new technologies such as In-Space Resource Utilization (ISRU). This paper presents a technological approach for the processing of lunar regolith via an adapted Laser based Additive Layer Manufacturing (ALM) method which needs no binding additives or other supply from Earth. In support of large scaled structure construction on the lunar surface, the proposed Selective Laser Melting (SLM®) technology has the potential of drastically lowering the transportation needs of such a mission while enabling high flexibility.