High strength steel has attracted a lot of attention due to its excellent advantage of weight reduction. A thin Al-Si coating covered on the surface of hot-press-forming (HPF) steel offers functions of antioxidation and decarburization under high temperature processing conditions. In this study, the microstructure characteristic, phase, microhardness, and tensile strength of laser welded Al-Si coated HPF steel joints were investigated at different laser powers. Experimental results show that the welding process becomes unstable because of metallic vapor generated by ablation of the coating. Some of the white bright rippled Fe-Al phase was observed to be distributed in the fusion zone randomly. It is found that microhardness, tensile strength, and cupping test qualification rate decreases with the increase of the laser power. For the 1.1 kW laser power, the sound weld performs the best mechanical properties: Microhardness of 466.53 HV and tensile strength of 1349.9 MPa.