The Mg-Li-Al-Zn alloy was successfully produced in air by electrolytic diffusing method at 500°C. In electrolysis cell, Mg-9Al-1Zn (AZ91) alloy plate with 3mm in thickness was used as cathode and graphite was as anode. The mixture of 55wt%KCl - 45wt%LiCl was employed as the electrolyte. The microstructure was investigated by optical microscopy, scanning electron microscopy, X-ray diffraction and transmission electron microscopy. After electrolysis experiments, the Mg-13Li-9Al-1Zn alloy plate can be obtained, the hexagonal-closed-pack AZ91 plate (3mm in thickness) was converted to the mixture of α-Mg and BCC Mg phase (thickness changed to 4.6mm). The Mg-13Li-9Al-1Zn alloy plate could be cold rolled easily into 1.5mm strip. After heat treatment, the Mg-13Li-9Al-1Zn alloy strip exhibits yield strength ∼ 148MPa. The elongation can reach ∼ 22%, which is much better than AZ91D alloy.