We fabricated Mg-Al-Sb alloy by arc melting system. Microstructural analyses were performed and it was found that only Mg3Sb2 and AlSb phases formed for different heat treatment conditions. The phase transition at 580 degrees C according to DTA analysis was determined as partial melting and it was supported by phase analyses studies in the literature. The resistivity results showed the metallic and the semiconducting type behavior depending on the heat treatment temperatures. The thermal conductivity measurement was performed in the range of 2-300 K and the data were analyzed by the sum of lattice and carrier components. The thermopower data showed negative and positive values which indicate the sign of total carriers. The linear temperature dependence of thermopower indicates metallic type characteristic of the samples. Mechanical properties of the sample showed two type hardness values dependent on heat treatment temperature.