High reflective multilayer mirrors are widely used as optical elements for applications such as extreme ultraviolet (EUV) microscopy, high harmonic femtosecond chemistry, solar astrophysics imaging, and synchrotron radiation. Mg-based multilayers, such as Mg/SiC, Mg/Y 2 O 3 and Mg/Co are promising in the wavelength of 25-40 nm for Mg L 3 absorption edge is located at 25 nm. Mg/Co has narrower bandwidth and better thermal stability. In applications such as synchrotron radiation and solar imaging, multilayers mirrors must endure high heat loads. Thus, we investigated the thermal stability of Mg/Co multilayer and then introduced barrier layer to improve thermal stability in this paper. The interface structures evolution was studied by using X-ray reflection/scatter technique. Mg/Co multilayer can be stable when not heated above 300°C. B 4 C and Zr layers were inserted into Mg/Co multilayer as interface barrier layer to improve thermal stability. According to the measured results, B 4 C barrier layer is not suitable for Mg/Co multilayer, mainly due to the diffusion between Mg and B 4 C. The introduction of Zr can significantly improve the thermal stability of Mg/Co up to 400°C without reducing EUV reflectance. Thus, introduction of Zr barrier layer is an efficient method to improve the thermal stability of Mg/Co multilayer for EUV applications such as astronomical observation and synchrotron radiation.