In order to elucidate the corrosion mechanism of Magnesium (Mg), assess its corrosion rate and evaluate the viability of effective corrosion protection methods, a number of different and complementary techniques are required. Aqueous corrosion is, in nature, an electrochemical process and as such electrochemical methods represent a powerful tool for the study of Mg corrosion. In this chapter the main electrochemical techniques used to study the corrosion of Mg are reviewed along with other simple non-electrochemical methods such as weight loss and hydrogen evolution measurements. The electrochemical techniques covered in this review include conventional DC and AC electrochemical techniques and the latest advances in local electrochemical methods for the evaluation and characterization of Mg corrosion. Each technique presented will be discussed, and its major advantages and drawbacks for the study of Mg corrosion will be commented. Applications range from studies of influence of the impurities in catalytic activity of high purity Mg towards hydrogen evolution, the determination of corrosion rate for Mg and Mg alloys by electrochemical methods and electrochemical study of sol-gel films as pretreatment for Mg alloys.