The use of wrought magnesium for automobile structural components is an important component of the mass reduction strategy for automobiles to improve their fuel efficiency. Compared to Direct chill casting, Twin Roll Casting (TRC) allows major reduction of hot rolling steps in the production of Mg sheet due to the thin thickness of the as-cast strip. This TRC route can substantially reduce the time and cost to produce Mg alloy sheet product. In this work, AZ31 magnesium alloy was casted to 5 and 6 mm thick strips under different process conditions. Microstructure of these strips was analyzed using optical microscopy, SEM and EPMA. TRC strip was annealed under two different conditions: 2 hours at 330 and 1 hour at 400°C. It has been found that heat treatment at 400°C for 1 hour reduces centerline segregation significantly. TRC strips were rolled down to 2 mm and annealed at 450°C for 2 minutes. The average grain size was 4-6 µm and mechanical properties were comparable with commercial AZ31 sheet.