The effect of microstructure characteristic on the anisotropy of mechanical properties has been studied for a selective laser melt (SLM) AlSi10Mg material. The cell structure and fine grains at the melt pool boundaries (MPBs) are gradually eliminated by different heat treatment processes. Althought the cell structure of MPB has been eliminated, it is found that the mechanical properties of the transverse specimen and longitudinal specimen are still different due to the heterogeneity of grain. In the process of plastic deformation, when the tensile direction perpendicular to the MPB, the deformation incompatibility between fine grains and columnar grains lead to the excessive stress concentration and rapid fracture along the zone boundary. The change of loading direction can alleviate strain localization and improve the uniform deformation ability of the sample. The heterostructure of SLM AlSi10Mg is related to the remelting and resolidification of MPBs. The results provide guidance for the design of SLM AlSi10Mg material with better mechanical properties.