Inconel 718 (IN718) superalloy samples fabricated by selective laser melting (SLM) were submitted to different heating cycles and their microstructural characteristics were investigated. The selected heating rates, ranging from 10 °C/min to 400 °C/s, represent different regions in the heat-affected zone (HAZ) of welded additively manufactured specimens. A combination of differential thermal analysis (DTA), high-resolution dilatometry, as well as laser confocal and electron microscopy were used to study the precipitation and dissolution of the secondary phases and microstructural features. For this purpose, the microstructure of the additively manufactured specimen was investigated from the bottom, in contact with the support, to the top surface. The results showed that the dissolution of γ″ and δ phases were delayed under high heating rates and shifted to higher temperatures. Microstructural analysis revealed that the Laves phase at the interdendritic regions was decomposed in specific zones near the surface of the samples. It was determined that the thickness and area fraction of these zones were inversely related to the applied heating rate. A possible mechanism based on the influence of heating rate on Nb diffusion in the interdendritic regions and core of the dendrites is proposed to interpret the observed changes in the microstructure.