To ensure that Al alloys are being served as the high-temperature structural components for applications in aerospace and transportation, it is necessary to investigate their high-temperature mechanical behavior and failure mechanism. In this paper, the mechanical behavior of the as-extruded Al-5Zn-2Mg-0.3Cu (in wt.%) alloy was studied and compared under different high-temperature tensile-testing conditions. It was found that the yield strength and the ultimate tensile strength of the alloy gradually decreased with the increase in temperature, but its elongation ratio showed a slightly increasing trend. Failure analysis demonstrated that there were a lot of ductile dimples on the fracture surfaces and that obvious necking occurred for the samples being tensile-tested at different temperatures. Surface observation revealed that the initiation of micro-cracks was mainly attributed to the self-cracking of the brittle phase particles. Moreover, when the testing temperature was between 450 °C and 550 °C, micro-cracks could also occur at the interface between phase particles and the Al matrix.