Since the commercial applications of rare earth magnesium alloys are increasing gradually, there are considerable advantages to developing lower cost and higher performance magnesium alloys with high abundance rare earth (RE) elements. However, the alloying order of a matrix magnesium alloy is completely changed with the addition of RE elements. Therefore, further study of the strengthening mechanism of Ce element in magnesium alloys is required. In this work, the thermodynamic stability of the possible second phases in a Mg-Al-Mn-Ce multicomponent magnesium alloy were analyzed, based on first-principle calculations, and the precipitation sequence of the key RE phases was deduced as a consequence. Combined with Scanning Electron Microscope (SEM), X-ray Diffractometer (XRD), Energy Dispersive Spectrometer (EDS), and other experimental methods, it was investigated whether the preferentially precipitated second phases were the nucleation core of primary α-Mg. The complex alloying problem and strengthening mechanism in a multi-elemental magnesium alloy system were simplified with the aid of electronegativity theory. The results showed that the preferentially precipitated Al11Ce3 and Al10Ce2Mn7 phases could not be the nucleation core of primary α-Mg, and the grain refinement mechanism was such that the second phases at the grain boundary prevented the growth of magnesium grains. Moreover, the tensile test results showed that the reinforced structure, in which the Al-Ce phase was mixed with Mg-Al phase, was beneficial for improving the mechanical properties of magnesium alloys, at both ambient temperature and high temperature.