In this work, the influence of twin-roll casting (TRC) speed on the microstructure of the through-thickness uniformity, centerline segregation, and surface quality of three wrought Mg alloys was investigated. The microstructural features of the AZ31, ZX11, and ZWK200 alloys produced at TRC speeds ranging from 1.8 m/min to 2.2 m/min (for the AZ31 and ZWK200), and 1.5–2.5 m/min (for the ZX11 alloy) were analyzed. There were clear differences in the microstructure uniformity depending on the alloy composition. Columnar grains coexisting with globular grains were found in the AZ31 and ZX11 alloys, whereas the ZWK200 alloy showed a homogeneous fine-grained microstructure characterized by a weaker texture even at the highest TRC speed used. While there is a tendency to reduce the centerline segregation as the TRC speed is decreased during casting of the AZ31 alloy, the formation of this defect cannot be prevented in the ZX11 and ZWK200 alloys by only varying the TRC speed.