Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We hereby consent to the incorporation by reference in the Registration Statement on FormS‑3 (No.333-215445) and Form S-8 (No. 333-199649 and No. 333-201680)of Fifth Street Asset Management Inc. of our report dated March 20, 2017 relating to the consolidated financial statements, which appears in this Form 10‑K.

/s/ PricewaterhouseCoopers LLP

New York, New York

March 20, 2017