The poor deformation ability of magnesium rods makes it challenging to fabricate long MgB2 inner magnesium diffusion (IMD) wires, further seriously limiting the application of high‐performance MgB2 wires. A 600 m IMD 30‐filament MgB2 wire is fabricate by alternating use of rotary‐swaging and drawing strategy. The critical current density (Jc) and the critical engineering current density (Je) are 8.0 × 104 A cm−2 and 7.6 × 105 A cm−2 (at 4.2 K, 4 T), respectively, which are some of the best performances reported so far. The flux‐pinning behavior of the MgB2 wires is investigated, and the surface pinning behavior is found to be dominant in the IMD 30‐filament wire in the whole field range at 4.2 K. The critical point for the IMD 30‐filament MgB2 wire to keep high performance in high fields is revealed by comparing it with the reference wires. Then, 520 m of wire are cut from the 30‐filament MgB2 wire and wound into a coil. The center field of the coil is 5.71 T at 4.2 K when the current loads to 219 A, which is the highest value among the IMD MgB2 coils. This work made breakthroughs in the wire length, filament numbers, and transport performance of IMD MgB2 wire, while also providing a paradigm study for exploring the in situ magnetic performance of multi‐filament wires.