Mg-(9-x)Sn-xAl-1Zn (x=1, 2, 3 and 4 wt.%) alloys were subjected to indirect extrusion, and the microstructure and mechanical properties of the as-extruded Mg-Sn-Al-Zn (TAZ) alloys were investigated. The TAZ 811 alloy exhibited a finer grain structure than the TAZ 541 alloy due to a larger number of Mg2Sn particles, which pinned the grain boundaries and prevented growth of recrystallized grains. The TAZ alloys showed an unusual yield asymmetry behavior. The tension-compression yield asymmetry increased with decreasing average grain size. The TAZ 811 alloy with a small grain size exhibited a larger yield asymmetry than that of the TAZ 541 alloy having a relatively large grain size, which is mainly attributed to the low Al content and large number of second phase particles in the TAZ 811 alloy.