A good method to store hydrogen is in it atomic form in crystalline structure of metals at low pressure. Thanks to magnesium’s high hydrogen storage capacity, its low weight and its high natural abundance, it is an attractive material to develop hydrogen solid state storage. The production of Mg-based nanocomposites can enhance the kinetics of H-sorption of magnesium and the temperature of release of hydrogen. Transition metals as iron, which have important catalytic activity in hydrogen reactions with Mg, and the surface protective compound MgF2, are interesting additions for magnesium mixtures for hydrogen storage. In this work, Mg-based nanocomposites containing Fe and MgF2 were produced by reactive milling under hydrogen using the addition of FeF3, or directly MgF2 and Fe. The efficiency of centrifugal and planetary mill in MgH2 synthesis was compared. The phase evolution during different milling times (from 1 to 96 h) using the planetary was investigated. The different H-desorption behavior of selected milled mixtures was studied and associated with the different present phases in each case.