Friction Stir Processing (FSP) has attracted much interest as a tool for refining grain size and achieving high angle boundary misorientation in magnesium alloys. These characteristics have a great influence in key engineered properties such as strength and ductility, which could be markedly improved by means of this technique. The main objective of this work is to study the microstructural modifications produced when FSP is applied to homogenized cast AZ91 and wrought AZ61 magnesium alloys. Several attempts were made for achieving a homogenous microstructure without defects and enhancing the refinement of the grain size in the stir zone. It was revealed that is of great importance to break the initial microstructure, of coarse grains unfavourably oriented for deformation, in order to facilitate the process, particularly in the case of cast AZ91 alloy. It is highlighted that, after breaking up the initial microstructure, is possible to process the material, in subsequent passes, Furthermore, the use of different backing materials as heat sink and a previous heating treatment of the sample were evaluated. Changing the backing plate can improve more the reduction of the grain size during a second pass. Using a copper plate instead of a steel one can promote a refinement up to 700 nm in AZ91 and 1 μm in AZ61. A coolant agent can be used for inhibiting the grain growth causing a little more reduction of the grain size.