The work aims to explore the mechanical performance and energy absorption property of high-density aluminum foam under different loading methods, so as to provide guidance for the optimal design of the shock absorber structure. Quasi-static compression, confined compression and drop-hammer impact tests were conducted on the specimens cut in longitudinal (x direction), transverse (y direction) and thickness direction (z direction) on the surface of a high-density aluminum foam plate by MTS universal testing machine and the Instron 9350 impact testing machine. The compressive loading-displacement curves of the high-density aluminum foam were obtained based on the electrodynamic method, and the results of the energy-absorption property of high-density aluminum foam were determined through theoretical calculations. Under quasi-static compression loading, the mechanical properties of high-density aluminum foam loaded along the three directions fluctuated within a small range due to the randomness of its preparation. Under confined compression and drop-hammer impact loading, the influence of different loading directions on the mechanical performance and energy absorption property of high-density aluminum foam could be negligible. Compared with quasi-static compression loading, the plastic plateau stage of high-density aluminum foam under confined compression loading has an obvious strengthening effect. For the drop-hammer impact loading, the plateau stress, densification strain and absorbed energy of high-density foam aluminum exhibit a certain correlation with the loading rate, but its energy absorption efficiency is independent of the loading rate.