The discharge performance of the wrought Mg-3Al-1Zn (AZ31), Mg-8Li-3Al-1Zn-0.2Y (LAZ831), and Mg-11Li-3Al-1Zn-0.2Y (LAZ1131) anodes (wt.%) for Mg-air primary batteries is investigated using an aqueous electrolyte (3.5 w% NaCl-solution). The AZ31, LAZ831 and LAZ1131 anodes are mainly composed of the equiaxed α-Mg (hcp) grains, the α-Mg (hcp) + β-Li (bcc) fibers, and the single β-Li (bcc) phase, respectively. The phase constitution has a strong influence on the discharge performance of Mg based anodes. The active β-Li phase provides high and stable cell voltage. Furthermore, the fine and dense active particles in the matrix contribute to a uniform corrosion and good corrosion resistance. In addition, the active β-Li peels away in the form of particle clusters. The LAZ1131 anode has the best discharge performance at a large current density of 40 mA cm−2. The highest discharge capacity and anodic efficiency are 1478 mAh·g−1 and 62.1%, respectively. It suggests that the LAZ1131 anode is a good excellent candidate for high performance Mg-air batteries.