For the creation of lunar infrastructure, the utilization of locally available materials is essential, because transport from Earth is expensive. The lunar soil, or regolith, is widely spread above the surface of the Moon and represents a predestined construction material. The regolith is a fine-grained powder and processing it with powder-based additive manufacturing technologies is a promising approach since no special tools are needed to build various structures on the Moon. The powder bed fusion process should work directly in the lunar environment for building habitats, landing pads, and other infrastructure. The process must, therefore, work without the commonly used build platform and without a gas atmosphere. In this article, the first experiments of single-layer laser-based powder bed fusion of mare, highland, and an intermediate regolith simulant under vacuum and without a build platform are presented. The influence of the scanning speed, hatch distance, and scanning pattern on the surface quality is investigated. Low scanning speeds and hatch distances lead to smooth single-layers without irregularities. Chamber pressure recordings and Energy Dispersive X-ray spectroscopy (EDX) measurements show that constituents of the regolith simulants vaporize during the fusion process. The applicability for larger single-layers and multi-layer 3D structures is demonstrated as an outlook. The results represent the first step towards additive manufacturing on the Moon.