Herein, a gradient microstructure with an average grain size of 1.27 μm was obtained for 0.5MgO/Mg-3Zn-0.2Ca (wt.%) composites through screw rolling. Results show that screw rolling improved the comprehensive tensile properties of the composites, with the yield strength, ultimate tensile strength and elongation increasing from 167.3 MPa, 247.7 MPa and 27.4% to 256.6 MPa, 284.1 MPa and 40.6%, respectively, after eight deformation passes. The strength increments are primarily attributed to fine-grain strengthening. Further, the plasticity of the composites increased with increasing number of deformation passes because of the texture weakening and strain hardening decrement resulting from continuous dynamic recrystallisation. Overall, this study lays a foundation for research on magnesium matrix composites and their application in the field of biomedical materials.