This study clarifies the effects of pre-soaked zeolite sand as an internal curing material on the hydration, strength, autogenous shrinkage, and durability of alkali-activated slag (AAS) mortars. The liquid-to-binder ratio (L/b) of all of the AAS mortars was 0.55. Sodium hydroxide solution was used as an alkali activator and an internal curing liquid. Calcined zeolite and natural zeolite sand replaced the standard sand at 15% and 30%, respectively. The setting time, autogenous shrinkage, compressive strength, ultrasonic pulse velocity, and surface electrical resistivity were tested. The following conclusions were drawn: (1) The addition of zeolite significantly reduces the autogenous shrinkage of AAS mortar. Compared with the control group, 30% calcined zeolite reduced the autogenous shrinkage by 96.4%. Moreover, the autogenous shrinkage of the AAS mortars was noticed in two stages (a variable temperature stage and an ambient temperature stage), and the two stages split at one day of age. (2) The compressive strength of all of the specimens increased as the zeolite sand content increased, and the highest compressive strength was obtained for AAS combined with 30% natural zeolite sand. (3) Internal curing accelerated the formation of the second peak of heat flow and reduced the accumulated heat release. (4) Calcined zeolite sand delayed the setting time of the AAS mortars. (5) The addition of zeolite significantly reduced the surface electrical resistivity of the AAS mortars. In summary, zeolite sand is extremely useful as an internal curing agent to reduce autogenous shrinkage and to increase the compressive strength of AAS mortars.