α-MgAgSb is a very promising thermoelectric material with excellent thermoelectric properties between room temperature and 300 °C, a range where few other thermoelectric materials show good performance. Previous reports rely on a two-step ball-milling process and/or time-consuming annealing. Aiming for a faster and scalable fabrication route, herein, we investigated other potential synthesis routes and their impact on the thermoelectric properties of α-MgAgSb. We started from a gas-atomized MgAg precursor and employed ball-milling only in the final mixing step. Direct comparison of high energy ball-milling and planetary ball-milling revealed that high energy ball milling already induced formation of MgAgSb, while planetary ball milling did not. This had a strong impact on the microstructure and secondary phase fraction, resulting in superior performance of the high energy ball milling route with an attractive average thermoelectric figure of merit of z T avg = 0.9. We also show that the formation of undesired secondary phases cannot be avoided by a modification of the sintering temperature after planetary ball milling, and discuss the influence of commonly observed secondary phases on the carrier mobility and on the thermoelectric properties of α-MgAgSb.