To improve the surface properties of magnesium alloy, a lining process using shot peening was carried out. The lining of magnesium alloy with metals such as titanium and nickel is useful in heightening the corrosion and wear properties for the components. In the shot peening experiment, the foil set on the magnesium workpiece is pelted with many shots at a high velocity. The foil is bonded to the surface of the workpiece due to plastic deformation induced by the collision of the shots. A pure aluminum foil is inserted between the hard foil and magnesium workpiece to assist the bonding. To heighten the bondability, the foil and workpiece are heated and the flow stresses of the metals are reduced. In this experiment, a centrifugal shot peening machine with an electrical heater was employed. The workpieces were commercially magnesium alloys AZ31B and AZ91D, and the foils were commercially pure aluminum, pure titanium and pure nickel. The effects of collision speed and the processing temperature on the bondability were examined. It was found that the foils were successfully bonded to the surface of workpieces by the shot peening process.