Existing commercial powders for laser additive manufacturing (LAM) are designed for traditional manufacturing methods requiring post heat treatments (PHT). LAM's unique cyclic thermal history induces intrinsic heat treatment (IHT) on materials during deposition, which offers an opportunity to develop LAM-customized new materials. This work customized a novel Fe–Ni–Ti–Al maraging steel assisted by machine learning to leverage the IHT effect for in situ forming massive precipitates during LAM without PHT. Fast precipitation kinetics in steel, tailored intermittent deposition strategy, and the IHT effect facilitate the in situ Ni3Ti precipitation in the martensitic matrix via heterogeneous nucleation on high-density dislocations. The as-built steel achieves a tensile strength of 1538 MPa and a uniform elongation of 8.1%, which is superior to a wide range of as-LAM-processed high-strength steel. In the current mainstream ex situ 4D printing, the time-dependent evolutions (i.e., property or functionality changes) of a 3D printed structure occur after part formation. This work highlights in situ 4D printing via the synchronous integration of time-dependent precipitation hardening with 3D geometry shaping, which shows high energy efficiency and sustainability. The findings provide insight into developing LAM-customized materials by understanding and utilizing the IHT-materials interaction.