To improve the hydrogen sorption properties of Mg, an arc plasma method with a vacuum vapor deposition technique was used to synthesize a core-shell like structured Mg@NaBH composite. Homogeneously distributed nanoscale NaBH particles can be observed on the surface of Mg matrix according to bright-field scanning transmission electron microscope (BF-STEM) and high-resolution transmission electron microscopy (HRTEM) techniques. A solid solution of Na in Mg might form according to the results of XRD and energy dispersive X-Ray analysis (EDX)-STEM technique. The hydrogenation activation energy (E = 60.1 kJ/mol H) of the Mg in the composite and the onset dehydrogenation temperature for the hydrogenated composite measured from temperature programmed desorption (TPD) (245 °C) were lower than those of pure MgH. The improvement can be ascribed to the core-shell like structure which induces more sufficient contacts between catalysts and Mg, thus providing more nucleation sites for hydrogen sorption. In addition, the formation of MgB and the substitution of Na atoms might support more grain boundaries and cause the changes of electronic structure of Mg/MgH, which can significantly improve the hydrogen sorption properties of Mg. This study implies a novel structure design approach for development of future hydrogen absorption materials.