Magnesium alloys as a highly promising anode for seawater battery have gained great attention due to the negative standard potential, low mass density, high theoretical capacity. This review offers the research progress on seawater battery of magnesium anode materials in recent years, first introduces the classification of common seawater batteries (Mg/metal chloride battery, Mg/dissolved oxygen seawater battery, Mg/hydrogen peroxide semi-fuel battery), and elaborates the operating conditions and application fields of these batteries. Then, this paper summarizes the problems of magnesium anodes, including inevitable self-corrosion (galvanic corrosion, pit corrosion etc.) and negative difference effect, which promote the evolution of hydrogen and result in a decrease of anode utilization efficiency. In addition, corrosion products would attach to the surface of electrode, leading to the reduction of reactive area, thus making the discharge potential hard to meet the technique requirement. In view of the problems of magnesium anodes mentioned above, some improvements are discussed like alloying, heat treatment, plastic deformation. At present, Mg-Hg-Ga, Mg-Al-Pb, Mg-Al-Zn series etc. are of wide applications, and further optimizations such as extrusion, rolling or annealing, homogenization can be made on the basis of these alloy, thus develop magnesium anode materials of high-performance. Finally, this paper looks forward to the future development direction of magnesium alloy anodes.