Magnesium complex hydrides as Mg2FeH6 are interesting phases for hydrogen storage in the solid state, mainly due to its high gravimetric and volumetric densities of H2. However, the synthesis of this hydride is not trivial because the intermetallic phase Mg2Fe does not exist and Mg and Fe are virtually immiscible under equilibrium conditions. In this study, we have systematically studied the influence of the most important processing parameters in reactive milling under hydrogen (RM) for Mg2FeH6 synthesis: milling time, ball-to-powder weight ratio (BPR), hydrogen pressure and type of mill. Low cost 2Mg-Fe mixtures were used as raw materials. An important control of the Mg2FeH6 direct synthesis by RM was attained. In optimized combinations of the processing parameters, very high proportions of the complex hydride could be obtained.