Magnesium is an essential element of life, involved in the regulation of metabolism and homeostasis of all the tissues. It also regulates immunological functions, acting on the cells of innate and adaptive immune systems. Magnesium deficiency primes phagocytes, enhances granulocyte oxidative burst, activates endothelial cells and increases the levels of cytokines, thus promoting inflammation. Consequently, a low magnesium status, which is often underdiagnosed, potentiates the reactivity to various immune challenges and is implicated in the pathophysiology of many common chronic diseases. Here we summarize recent advances supporting the link between magnesium deficiency, inflammatory responses and diseases, and offer new hints towards a better understanding of the underlying mechanisms.