We have synthesized magnesium cage compounds RNi 2 Mg 20 (R = Pr and Nd). We report the measurements of electrical resistivity ρ, magnetic susceptibility χ, isothermal magnetization M, and specific heat C. Polycrystalline samples with R = Pr and Nd were obtained by annealing, while the counterparts for R = La, Ce, and Y were found to be absent. The ρ(T ) data for R = Pr and Nd monotonically decrease on cooling from 300 K to 40 K and exhibit shoulders at around 13 K and 15 K, respectively. The Curie-Weiss behaviors of the χ(T ) data indicate the trivalent states of both the Pr and Nd ions. For R = Pr, the maximum in C(T ) at around 7 K is reproduced by a doublet-triplet two-level model with an energy gap of 14 K. The peak in C(T ) at 0.7 K is attributed to a short-range order of quadrupolar degrees of freedom in the non-Kramers ground doublet. On the other hand, for R = Nd, a maximum in C(T ) at around 9 K is explained by thermal excitation from a ground state doublet to an excited quartet separated by 23 K. Upon further cooling, C(T ) shows a lambda-shaped peak at 1.5 K. By applying magnetic fields up to 2 T, the peak becomes broad and shifts to higher temperatures, which is a characteristic of a ferromagnetic order.