A shaped charge for use in a well perforating tool includes at least one explosive component fabricated by an additive manufacturing process such as three-dimensional printing. The additive manufacturing process may facilitate the production of complex geometries including voids and/or density gradients in the explosive materials that, when detonated, produce a specific penetration effect in a wellbore. The explosive materials may be deposited individually as a pellet, or may be deposited on one or both of a case and a liner acting as a scaffold during the additive manufacturing process.