Magnesium alloy features in various unique properties and promising application prospect. However, its poor corrosion resistance has restained its development. Filiform corrosion, as one of the common localized corrosion forms, has exhibited significant destructive effect. Combined with research results of filiformcorrosion home and abroad, filiform corrosion characteristics, corrosion mechanisms and effect law of corrosion environment and microstructure on the development of filiform corrosion were highlighted in respect of intrinsic causes and development process of filiform corrosion. It was pointed out that the cathodic side was driven by hydrogen evolution reaction during the development of filament corrosion on magnesium alloy, and corrosion filaments featured in refraction growth, accompanying growth. Corrosive mediums preferentially adsorbed on the defects with naturally formed oxide films and induced filiform corrosion. Microstructure including second phase, grain size and surface treatment had important effects on the development of corrosion filaments. Meanwhile, the application of in-situ local technique to the filiform corrosion study of magnesium alloy was summarized. It was indicated that the in-situ local techniques combined with traditional corrosion research methods was an efficient approach to reveal filiform corrosion mechanism of Mg alloy. Finally, the future research focus of filiform corrosion of Mg alloy was analyzed and expected.