Effects of the coherency of Al3Zr on the microstructures and quench sensitivity of Al-8.3Zn-2.3Mg-2.4Cu (AA7055) alloys were investigated. These alloys were subjected to two cold-rolling ratios (i.e., 5% and 20%) in order to vary the coherency of Al3Zr particles. The main objectives of this study were to reduce the quench sensitivity, refine the grain size, and retain the coherency of Al3Zr for high-strength Al–Zn–Mg–Cu production alloys. Results reveal that with the increase in the cold-rolling ratio, the quench sensitivity of the Zr-containing alloys increases. At a high cold-rolling ratio, the interface between Al3Zr particles and the matrix became semi-coherent after solution treatment. This semi-coherent interface led to the heterogeneous nucleation of solute atoms during quenching, which was the leading cause for the high quench sensitivity. By contrast, at a low cold-rolling ratio, the alloys did not exhibit any noticeable quench sensitivity. The Al3Zr particles retained coherence in the matrix and did not afford heterogeneous nucleation sites. On the other hand, regardless of the cold-rolling ratio, the alloys without Zr did not exhibit a high quench sensitivity. However, from the electron backscatter diffraction (EBSD) analysis, the grain size became coarser, and the recrystallization fraction was higher for alloys without Zr.