The enhancement of mechanical properties in welds is heavily reliant on grain refinement. This study aims to investigate the impact of the addition of AZ61 filler and the impact of the absence of filler on the macrostructure and microstructure, as well as the mechanical properties, of Mg-Al-Zn alloy (AZ31) gas tungsten arc (GTA) welds. The AZ61 filler was employed to introduce a higher concentration of aluminum into the molten pool of AZ31 using the alternating-current GTA welding technique. It has been shown that the welds prepared with AZ61 filler had high strength and low ductility [yield strength (YS): 121 MPa, ultimate tensile strength (UTS): 226 MPa, and percent elongation (%El): 5] when compared with other welds made without filler (YS: 105 MPa, UTS: 164 MPa, and %El: 8), and the presence of the refined equiaxed grains and a significant volume fraction of second-phase Mg17Al12- β particles in the fusion zone (FZ) may explain this phenomenon. The results revealed that the average grain size of the weld decreased from 104 to 56 μm as the Al content in the weld metal increased from 2.7 wt% (without filler) to 4.5 wt% (with AZ61 filler). This grain refinement that was observed with the AZ61 filler may be attributed to the high growth restriction factor value caused by increased constitutional supercooling ahead of the solid-liquid interface.