Metamaterials have been receiving an increasing amount of interest in recent years. As a type of metamaterial, pentamode materials (PMs) approximate the elastic properties of liquids. In this study, a finite-element analysis was conducted to predict the mechanical properties of PM structures by altering the thin wall thicknesses and layer numbers to obtain an outstanding load-bearing capacity. It was found that as the thin wall thickness increased from 0.15 to 0.45 mm, the compressive modulus of the PM structures increased and the Poisson’s ratio decreased. As the layer number increased, the Poisson’s ratio of the PM structures increased rapidly and reaches a stable value ranging from 0.50 to 0.55. Simulation results of the stress distribution in the PM structures confirmed that stress concentrations exist at the junctions of the thin walls and weights. For validation, Ti–6Al–4V specimens were fabricated by selective laser melting (SLM), and the mechanical properties of these specimens (i.e., Poisson’s ratio and elastic modulus) were experimentally studied. Good consistency was achieved between the numerical and experimental results. This work is beneficial for the design and development of PM structures with simultaneous load-bearing capacity and pentamodal properties.