Friction Stir Welding (FSW) has been proven to be a unique and substantial development in welding technology for the last two decades. In recent times, the research and advancement in FSW and related knowledge have been emerging quickly worldwide. FSW has several benefits when welding lightweight alloys like magnesium alloys. AZ series of magnesium alloy is widely used in structural applications and have a great scope to cater to customized solutions for several industries like automotive, aerospace, railway, etc. In this review article, the basic principles of FSW along with recent developments in the field of FSW for AZ 31 magnesium alloys have been described in detail. Outlooks to foster the research are recognised.