Magnesium (Mg) and its alloys undergo corrosion at high rates in aqueous electrolytes of essentially any concentration, releasing copious amounts of hydrogen (H2) into the electrolyte, thereby making conventional scanning electrochemical microscopy (SECM) measurements difficult upon Mg. Examples of the issues associated with Mg SECM, and strategies to counter these, are discussed in this review. SECM has been employed in Sample Generation-Tip Collection (SG-TC) mode to image cathodic sites on the Mg surface, wherein, the platinum (Pt) tip oxidizes H2 emanating from the specimen surface. This mode of SECM does not clearly reveal a close correspondence between the microstructure and its associated reactivity; the H2 currents measured by the Pt tip found to vary by over an order of magnitude with time. Convective fluxes due to H2 bubbles, local acidification from protons released during H oxidation on the Pt tip, and the negative difference effect of Mg may contribute to these high tip currents. SECM has also been performed on Mg using Mg2+ ion selective electrodes (ISEs), where an Mg2+ ionophore cocktail serves as a Mg2+ ion permeable membrane. The Mg2+ ions diffuse/migrate through the membrane which eventually settles at the equilibrium membrane potential (Donnan potential). This potential varies with the logarithm of Mg2+ ion concentration in the electrolyte, and thus, could be used to ascertain the local Mg2+ ion concentrations (or anodic sites) on the surface. This technique needs to be complemented with other modes of SECM to obtain holistic electrochemical micrographs of a corroding Mg surface.