Strain-induced grain refinement in a magnesium alloy AZ31 was studied in multi-directional forging (MDF) at a temperature range from 423K to 623K and at a strain rate of 3x10-3s-1. MDF with a pass strain of 0.8 was carried out to high cumulative strains of around 5 with changing of the loading direction during decreasing temperature from pass to pass. The structural changes can be characterized by the evolution of many mutually crossing kink bands at low strains followed by increase in their number and misorientation, finally resulting in a fully developed fine-grains at high strains. MDF with decreasing temperature can accelerate the evolution of much finer grains and the improvement of plastic workability. An average grain size of 0.3 μm is formed at an accumulative strain of 4.8 and at 423K. It is concluded that grain refinement under MDF conditions occurs by a series of deformation-induced continuous reactions; that is essentially similar to continuous dynamic recrystallization (cDRX).