Chronic kidney disease (CKD) is associated with different complications, including chronic kidney disease–mineral and bone disorder (CKD–MBD), which represents a systemic disorder that involves the presence of different mineral or bone structure abnormalities (i.e., modification of bone turnover, strength, volume, etc.), including even vascular calcification development. Even if, over the years, different pathophysiological theories have been developed to explain the onset and progression of CKD–MBD, the influence and importance of serum magnesium level on the evolution of CKD have only recently been highlighted. So far, data are inconclusive and conflicting; therefore, further studies are necessary to validate these findings, which could be useful in developing a better, more adequate, and personalized management of CKD patients.