The present studies of the fatigue of magnesium alloys have been summarized in this paper, including the low cycle fatigue behavior, high cycle fatigue behavior, fatigue behavior under the corrosive environment and fatigue life prediction methods of magnesium alloys. And then, the main methods for the fatigue strengthening of magnesium alloys have also been summarized, such as the rare earth element adding, heat treatment, surface treatment and etc. On this basis, the shortage of the present magnesium alloy fatigue research is analyzed. In addition, the developing direction of magnesium alloy fatigue research in the future is discussed.