We study admissible boundary conditions for a charged quantum particle in a two-dimensional region subjected to an external magnetic field, i.e. a quantum magnetic billiard. After reviewing some physically interesting classes of admissible boundary conditions (magnetic Robin and chiral boundary conditions), we turn our attention to the role of gauge transformations in a magnetic billiard: in particular, we introduce gauge covariant boundary conditions, and find a sufficient condition for gauge covariance which is satisfied by all the aforementioned examples.