The aim of this work is to evaluate the difference between the properties of several aluminum alloy joints welded with the traditional air-cooled friction stir welding process and others obtained by the combination of the traditional friction stir welding setup with a water-cooling system. In particular, precipitation-hardening alloys AA2024-T3, AA6082-T6 and AA7075-T6, and a work-hardening alloy, AA5754-H111, were taken into account. From Rockwell and Vickers hardness maps, it was possible to observe a clear dependence of the hardness distribution on the cooling systems; joints obtained using a water-cooling system showed higher values of hardness, reached in the central zone and a narrow area interested by the hardness reduction for all the tested alloys. From tensile tests executed orthogonally to the welding direction, it was possible to observe that the alloys have responded differently in terms of ultimate tensile strength and final elongation when the water-cooling system was used. The microstructural analysis of the three precipitation-hardening alloys showed a larger average grain size in the nugget zones for the water-cooled condition. Moreover, in the thermo-mechanically altered zones of the water-cooled AA6082 and AA7075 joints, the grains were characterized by a smaller average size than the grains of the same air-cooled welds.