Functionally graded lattice structures have gained attention in lightweight applications, energy absorption, biomedical devices, and tissue engineering. Triply periodic minimal surfaces (TPMS) lattice structures, which include gyroid, diamond, schwarz, and split-P lattices, have been investigated as implants and bone scaffolds because of their smooth surfaces and increased interconnectivity in porous architectures. In this work, graded lattice structures with relative density grading of split-P were fabricated by filament-based extrusion additive manufacturing (AM) process using poly-lactic acid (PLA) material. The graded split-P design includes grading in three directions x, y, and z. The energy absorption characteristics of graded lattices of split-P with the same volume fraction (35%) can be studied. To investigate the role of loading direction on the deformation mechanism, compression tests were performed parallel to the grading direction. The deformation behavior of functionally graded split-P lattice structures differed from that of uniform lattice structures. The quasi-static compression test results demonstrated that graded split-P lattice structures had greater energy absorption capacity than uniform split-P lattice with the same volume fraction.