The lightest density of Mg has stimulated renewed interest in Mg based alloys for applications in the automotive, aerospace and communications industries. However, Mg in the pure form has relatively low strength, limited ductility and is susceptible to corrosion. Great efforts have been made to improve the mechanical properties of Mg alloys. Alloying Mg with other elements is one of the most important methods. An important class of Mg alloys is the Mg-Zn-RE system (RE = rare earth elements). In recent few decades, a series of new Mg-Zn-RE system alloys have been obtained, and detailed the structure and mechanical properties of the alloys. In this paper, the structure and mechanical properties of the Mg-Zn-RE alloys have been summarized. It showed that these alloys have high strength and they are prospected to be widely used in the future.