Laser powder bed fusion (LPBF) is the most widely used additive manufacturing technique and has received increasing attention owing to the high design freedom it offers. The production of aluminium alloys by LPBF has attracted considerable interest in several fields due to the low density of the produced alloys. The peculiar solidification conditions experienced by molten metal during the SLM process and its layer-by-layer nature causes a variety of microstructural peculiarities including the formation of metastable phases and supersaturated solid solutions, extreme microstructural refinement, and generation of residual stresses. Therefore, post-build heat treatments, which are commonly applied to conventionally produced aluminium alloys, may need to be modified in order to be adapted to the peculiar metallurgy of aluminium alloys manufactured using LPBF and address the specific issues resulting from the process itself. A number of studies have investigated this topic in recent years, proposing different approaches and dealing with various alloying systems. This paper reviews scientific research results in the field of heat treatment of selective laser melted aluminium alloys; it aims at providing a comprehensive understanding of the relationship between the induced microstructure and the resulting mechanical behaviour, as a function of the various treatment strategies.