Quasi-static and dynamic experiments are conducted to characterise the mechanical response of a syntactic foam comprising hollow glass microballoons in a polyurethane matrix. Stress versus strain histories are measured in uniaxial tension and compression as well as in pure shear, at strain rates ranging from 10−4 to 103 s−1, via non-standard experimental techniques; quasi-static in-situ tests are conducted to visualise the deformation mechanisms in tension and compression. The material displays a pronounced sensitivity to the imposed strain rate and relatively high tensile and shear ductility at both low and high strain rates. A tension/compression asymmetry is displayed in quasi-static tests but is lost at high rates of strain.