Nondestructive methods may help to detect changes in the internal structure of a material and to explain the behaviour of the material. This paper describes a series of nondestructive tests performed on magnesium composites with a variety of matrices: commercial pure Mg and three magnesium alloys AZ91, ZC63 and ZE41. Short fibres of δ-Al2O3 (Saffil®) were used as the reinforcement. Internal friction measurements and joint dilatation and acoustic emission studies were used to demonstrate how thermal cycling influences the deformation behaviour of Mg based metal matrix composites. The values of the logarithmic decrement are influenced by the upper temperature of the cycle. The acoustic emission activity and the residual strain increase with increasing upper temperature. The results may be explained assuming that internal thermal stresses are generated.