To improve the electrochemical activity and discharge performance of an aluminum-air (Al-air) battery, a commercial 6061 alloy (Al6061) was selected as the anode, and CeO2 was also added inside the anode to enhance its performance. The CeO2/Al6061 composite was prepared using selective laser melting (SLM) technology. The influence of hatch spacing on the forming quality, corrosion resistance, and discharge performance of the anode was studied in detail. The results showed that with an increase in hatch spacing, the density, corrosion resistance, and discharge performance of the anode first increased and then decreased. When the hatch spacing is 0.13 mm, the anode has the best forming quality. At this point, the density reaches 98.39%, and the self-corrosion rate (SCR) decreases to 2.596 × 10−4 g·cm−2·min−1. Meanwhile, the anode exhibits its highest electrochemical activity and discharge voltage, which is up to −1.570 V. The change in anode performance is related to the defects generated during the SLM forming process. For samples with fewer defects, the anode can dissolve uniformly, while for samples with more defects, the electrode solution is prone to penetrate the defects, causing uneven corrosion and reducing electrochemical and discharge activity.