Magnesium matrix composites have garnered significant attention in recent years owing to their exceptional lightweight properties and notable potential in various engineering applications. The interface generally acts as a “bridge” between the matrix and reinforcement, playing crucial roles in critical processes such as load transfer, failure behavior, and carrier transport. A deep understanding of the interfacial structures, properties, and effects holds paramount significance in the study of composites. This paper presents a comprehensive review of prior researches related to the interface of Mg matrix composites. Firstly, the different interfacial structures and interaction mechanisms encompassing mechanical, physical, and chemical bonding are introduced. Subsequently, the interfacial mechanical properties and their influence on the overall properties are discussed. Finally, the paper addresses diverse interface modification methods including matrix alloying and reinforcement surface treatment.