High Entropy alloys (HEAs) or Complex Concentrated Alloys (CCAs) or Multi-Principal Element Alloys (MPEAs) is a matter of interest to material scientists for the last two decades due to the excellent mechanical properties, oxidation and corrosion resistant behaviors. One of the major drawbacks of HEAs is their high density. Mg containing HEAs show low density compared to peers, although extensive research is required in this field. This chapter aims to include all the available information on synthesis, design, microstructures and mechanical properties of Mg containing HEAs and to highlight the contemporary voids that are to be filled in near future.