This Letter reports the growth, fabrication, and characterization of molecular beam epitaxy (MBE)-grown quaternary InAlGaAs/GaAs quantum dot (QD) lasers emitting at sub-900 nm. The presence of Al in QD-based active regions acts as the origin of defects and non-radiative recombination centers. Applying optimized thermal annealing annihilates the defects in p-i-n diodes, thus lowering the reverse leakage current by six orders of magnitude compared to as-grown devices. A systematic improvement in the optical properties of the devices is also observed in the laser devices with increasing annealing time. At an annealing temperature of 700°C for 180 s, Fabry-Pérot lasers exhibit a lower pulsed threshold current density at infinite length of 570 A/cm2.