Twin- roll casting of magnesium alloys is a rapidly solidifying process, which can directly produce thin strips from molten metal. In this paper, based on a pilot vertical type twin-roll caster, 3D models of twin-roll casting process were used for simulation of thermal flow and solidification on depending of casting speed, molten pool level and pouring temperature. The effect of side dams on thermal flow behavior was also considered. Based on the analyzed results, a proper concave slot nozzle was designed to compensate temperature variation across the width of strip. Comparing with parallel type slot nozzle, it can adjust temperature distribution along the roll width continuously by adopting proper concave curves, which is more flexible than rectification boards delivery system. Strips of magnesium alloy AZ31 were produced in the pilot caster with the concave slot nozzle. The experiments show that surface quality of as cast strip was improved by using the new type of nozzle.