The effect of mechanical activation of commercial Mg-Al on its thermally-initiated reactions with KClO4 under air atmosphere was investigated. Modifications of structure and morphology of Mg-Al during milling were examined by X-ray diffraction (XRD) and scanning electron microscopy (SEM). Thermogravimetry-differential scanning calorimetry (TG-DSC) analysis and light emission measurement combined with a test of combustion products indicated that KClO4/Mg-Al mixtures containing milled Mg-Al had lower ignition temperature, faster combustion rates, and more complete combustion than the mixture containing commercial Mg-Al, especially when milling time was within 4 h-12 h. This was ascribed to decrease in particle size and appearance of nano-structured surface for milled Mg-Al. On the other hand, for the mechanically activated Mg-Al, prolonging milling time up to 16 h not only caused a significant decrease in heat release during ignition reaction, but also caused decreases in combustion rates and light emission intensity of the pyrotechnic mixture. Air-passivation and more obvious preferential oxidation of Mg component in the long-time milled Mg-Al were suggested as reasons for deterioration in combustion property of the pyrotechnic composition.