In this article, the fatigue dislocation substructures of Al-Mg-Si alloys were studied under the same equivalent stress amplitude of 93 MPa with multi-axial non-proportional loading paths, which were circle, ellipse, rectangle, and square loading paths. After fatigue test, the fatigue dislocation sub-structures of the failure specimens were also observed under different equivalent stress amplitudes, which were 47, 70, 90, 140, and 163 MPa with the transmission electron microscopy method. The results indicate that fatigue lives of the alloy are different under different loading paths with the same equivalent stress amplitude, and the fatigue life decreases with the increase in equivalent stress amplitude from 47 to 163 MPa. Cyclic additional hardening is found above medium effective stress amplitude of 93 MPa. The dislocation sub-structures strongly depend on equivalent stress amplitudes and loading paths. The dislocation sub-structures of parallel slip band, slight small dislocation cell (or labyrinth), and remarkable labyrinth feature are found under the equivalent stress amplitudes of 47, 93, and 140 MPa, respectively. The movability of the dislocation and the stress concentration degree are closely related to fatigue life and cyclic hardening of the alloy.