The anisotropy is an intrinsic property for selective laser melted (SLM) aluminum alloys, resulting from the directional growth of columnar crystal during layer-by-layer preparation and inherent heat treatment. Local remelting of the previous layer, competitive growth mechanism, and specific direction of heat flow result in the formation of columnar grains with <113>//BD preferential orientation along the building direction, while the transverse direction is dominated by equiaxed grains with <112>//TD and weak <212>//TD texture for as-built Al–Mn-Sc alloy, and mechanical anisotropy appeared. The effect of heat treatment on mechanical anisotropy was investigated by quasi-in-situ EBSD. The reason for the decrease of anisotropy was revealed by analyzing the strengthening mechanism after heat treatment. The results showed that the mechanical anisotropy was reduced after heat treatment at 300 °C for 5 h. The grain size and Taylor factor depending on texture were changed due to recrystallization. The reduction of Taylor factor difference was the main reason for the decrease of the mechanical anisotropy during post-heat treatment, while the grain refinement had little effect on mechanical anisotropy.