Development of wrought Mg alloys, particularly in sheet form, is essential to support the growing interest for lightweight components in the automotive industry. However, development of Mg alloy sheets has been quite slow due to the complexity of sheet production originated from limited deformability of Mg. In this respect, twin-roll strip casting, a one-step processing of flat rolled products, can be an alternative for the production of Mg alloy sheets. In this study, AZ31 and experimental ZM series alloys are twin-roll strip cast into 2 mm thick sheets. The microstructure of the as-cast AZ31 alloy sheet consists of columnar zones near the roll side and equiaxed zones in the mid-thickness region. On the other hand, as-cast ZM series alloy sheets show equiaxed dendritic structure through the thickness of sheet. These alloys were subjected to various thermo-mechanical treatments and their tensile properties were evaluated. Twin-roll strip cast AZ31 alloy in H24 condition has equivalent yield and tensile strengths with similar ductility compared to commercial ingot cast AZ31-H24 alloy, indicating that twin-roll strip casting is a viable process for the fabrication of Mg alloy sheets. The experimental ZM series alloys have a large volume fraction of fine dispersoid particles in the microstructure, resulting from the beneficial effect of twin-roll strip casting on microstructural refinement. It has been shown that the experimental ZM series alloys have superior tensile properties compared to commercial ingot cast AZ31-H24 alloy, suggesting the possibility of the development of new wrought Mg alloy sheets by twin-roll strip casting.