Selective laser melted (SLM) Al–Mg-Sc-Zr alloys still needs be post-treated to exhibit outstanding combination of strength and ductility. However, the influences of the different post heat treatments on the SLM Al–Mg-Sc-Zr alloys have not been systematically investigated. Hence, the SLM Al–Mg-Sc-Zr alloys were post-treated by a series of different heat treatments to investigate their influences on the SLM Al–Mg-Sc-Zr alloy, including the phase transitions, microstructural evolutions, and mechanical properties. Scanning electron microscopy (SEM), X-ray diffraction (XRD), and transmission electron microscopy (TEM) were used to study the emergence and effects of Al3(Sc,Zr) precipitates. Strengthening mechanisms of the different heat-treated samples were recognized and calculated in details based on the observations of cubic primary Al3(Sc,Zr) particles and spherical secondary Al3(Sc,Zr) precipitates behavior. Benefiting from the grain boundary strengthening and precipitation dispersion strengthening mechanisms, ultimate tensile strength of the aged samples increased from 353.7 MPa to 528.0 MPa.