With the continuous improvement of lightweight requirements, the preparation of Mg/Al composite structures by welding is in urgent demand and has broad prospective applications in the industrial field. However, it is easy to form a large number of brittle intermetallic compounds when welding Mg/Al dissimilar alloys, and it is difficult to obtain high-quality welded joints. The solid-state welding method has the characteristics of low energy input and high efficiency, which can inhibit the formation of brittle intermetallic compounds and help to solve the problem of the poor strength of welded joints using Mg/Al dissimilar alloys in engineering applications. Based on the literature of ultrasonic welding, friction welding, diffusion welding, explosive welding, magnetic pulse welding, and resistance spot welding of Al/Mg in recent years, this paper summarized and prospected the research status of solid-state welding using Mg/Al dissimilar alloys from three aspects: the optimization of welding parameters, the addition of interlayers, and hybrid welding process.