In this study, near-liquidus squeeze casting AZ91D alloy was used to prepare differential support, and the microstructure and mechanical behavior under different applied pressure were investigated. Under the preset temperature, speed, and other process parameters, the effect of applied pressure on the microstructure and properties of formed parts was analyzed, and relevant mechanism was also discussed. The results showed that the ultimate tensile strength (UTS) and elongation (EL) of differential support can be improved by controlling real-time precision of the forming pressure. The dislocation density in the primary phase increased obviously with the pressure increasing from 80 MPa to 170 MPa, and even tangles appeared. When the applied pressure increased from 80 MPa to 140 MPa, the α-Mg grains were gradually refined, and the microstructure changed from rosette to globular shape. With increasing the applied pressure to 170 MPa, the grain could not be further refined. Similarly, its UTS and EL gradually increased with the applied pressure increasing from 80 MPa to 140 MPa. With increasing to 170 MPa, the UTS tended to be constant, but the EL gradually decreased. In other words, the UTS (229.2 MPa) and EL (3.43%) of the alloy reached the maximum when the applied pressure was 140 MPa, and the comprehensive mechanical properties were the best.