Laser welding of Al-Si coated 22MnB5 hot stamping steel/galvanized steel with different laser power, welding speed, and coating conditions were presented. The weld appearance, microstructure, and mechanical properties of the joints were investigated. With the increase of heat input (raising the laser power or lowering the welding speed), the welding seam changed from Y-shape to X-shape gradually, and the widths of the weld seam increased. The fusion zone (FZ) consisted of lath martensite (M). On the side of 22MnB5, the heat-affected zone (HAZ) was divided into coarse grain zone, refined zone, intercritical zone, and tempered zone along the direction from FZ to the base material (BM). Coarse grain zone and refined zone comprised martensite, intercritical zone comprised martensite and a little ferrite, and tempered zone comprised tempered martensite, which expressed obvious softening. On the side of galvanized steel, HAZ was mainly composed of ferrite and pearlite. Significantly, band-like δ-ferrite (a low ductility and low strength phase) was formed along the fusion boundary owing to the accumulation of the mixing of Al-Si coating and base metals. The maximum tensile shear strength of the joint was only 484 MPa in coated condition but increased to 700 MPa in de-coated condition because of the existence of δ-ferrite along the fusion boundary, which deteriorated the mechanical properties of the joints. The failure occurred at the fusion boundary (FB) in the coated conditions with a mixture of cleavage, quasi-cleavage, and dimpled fracture. However, the failure occurred at the interface in the de-coated condition with a dimpled fracture. In addition, for the coated condition, higher laser power or lower welding speeds led to wider bead width and more intense weld pool flow, which enhanced the diffusion of Al, resulted in alleviating the accumulation of Al at the fusion boundary, which increased the mechanical properties.