Explosion welding has produced a large number of dissimilar joints. But the explosion welding of materials of low impact toughness and brittle nature is considered to be difficult. Magnesium, with its HCP structure, has a low capacity for plastic deformation at room temperature and moreover it has a high chemical reactivity. Therefore, successful explosion welding of magnesium alloys, demands careful attention to be paid to prevent failure or formation of brittle reacted zones at the weld interface. Explosive welding of the wrought Mg-Al-Zn alloy and commercially pure aluminum is performed. The welds are analyzed through metallographic characterization and shear tests. High quality welds of the two materials possessing shear strength higher than the softer layer has been obtained.