The high-temperature mechanical properties of a 4.5% Al-containing δ-transformation-induced plasticity (TRIP) steel were studied by using the Gleeble 3500 thermomechanical simulator. The zero ductility temperature (ZDT) and the zero strength temperature (ZST) were measured, and the brittle zones were divided. The phase transformation zone was determined by differential scanning calorimetry (DSC). The temperature of the phase transformation and the proportion of the phase were calculated by the Thermo-Calc software. The ZDT and the ZST of the 4.5% Al-containing δ-TRIP steel are 1355 and 1405 °C, respectively. The first brittle zone and the third brittle zone of the steel are 1300–1350 °C and 800–975 °C, respectively. The reason for the embrittlement of the third brittle zone of the 4.5% Al-containing δ-TRIP steel is that the α-ferrite formed at the austenite grain boundary causes the sample to crack along the grain boundary under stress. The ductility of the 4.5% Al-containing δ-TRIP steel decreases first and then increases with the increase of the α-ferrite. When the proportion of the α-ferrite reaches 37%, the reduction of area (RA) of the 4.5% Al-containing δ-TRIP steel is reduced to 44%. The 4.5% Al-containing δ-TRIP steel has good resistance to the high-temperature cracking.