The extruded AZ31B Mg alloy sheet was welded with friction stir welding. The microstructures and mechanical properties of the welded joint were investigated. The results show that the grains in the weld nugget zone were small, uniform and equiaxed. The grains in thermo-mechanical affected zone were stretched and relatively small, but were not as small and uniform as those in the weld nugget zone. The grains in the heat-affected zone were relatively coarse. The fracture of the welded joint occurred mainly in the heat affected zone. The tensile strength of the welded joints was up to 257.4 MPa and was 87.9% of the base material strength. The microhardness in the weld nugget zone was higher. The microhardness in the thermo-mechanical affected zone and heat affected zone were lower than that in the weld nugget zone. The microhardness in the weld nugget zone increased from the upper surface to the bottom.