Fabricating the magnesium alloy with fine grains, low dislocation density, and weak grain orientation is of crucial importance to enhance its anode performance for primary aqueous battery. However, this structure mode can hardly be realized for bulk magnesium alloy via the conventional approaches such as plastic working. Herein, we construct an AZ31 magnesium alloy with ultrafine grains (667.28 ± 291.35 nm) by using the spark plasma sintering of the alloy powder that has been treated via high-energy ball milling. This alloy exhibits weak grain orientation and its dislocation density is not increased compared to the precursor alloy. Benefiting from the unique microstructure, the modified AZ31 displays significantly more active behaviour with enhanced capacity during the discharge of Mg-air battery, as compared with the precursor AZ31 that has the grain size of 472.89 ± 154.31 μm. Furthermore, the impact of ultrafine grains on the discharge behaviour is also analysed based on microstructure characterization and electrochemical response.