We study the origin of the stellar α-element-to-iron abundance ratio, [α/Fe]*, of present-day central galaxies, using cosmological, hydrodynamical simulations from the Evolution and Assembly of GaLaxies and their Environments (EAGLE) project. For galaxies with stellar masses of M* > 1010.5 M⊙, [α/Fe]* increases with increasing galaxy stellar mass and age. These trends are in good agreement with observations of early-type galaxies, and are consistent with a ‘downsizing’ galaxy formation scenario: more massive galaxies have formed the bulk of their stars earlier and more rapidly, hence from an interstellar medium that was mostly α-enriched by massive stars. In the absence of feedback from active galactic nuclei (AGNs), however, [α/Fe]* in M* > 1010.5 M⊙ galaxies is roughly constant with stellar mass and decreases with mean stellar age, extending the trends found for lower mass galaxies in both simulations with and without AGN. We conclude that AGN feedback can account for the α-enhancement of massive galaxies, as it suppresses their star formation, quenching more massive galaxies at earlier times, thereby preventing the iron from longer lived intermediate-mass stars (supernova Type Ia) from being incorporated into younger stars