Maintaining Mg status may be important for military recruits, a population that experiences high rates of stress fracture during initial military training (IMT). The objectives of this secondary analysis were to (1) compare dietary Mg intake and serum Mg in female and male recruits pre- and post-IMT, (2) determine whether serum Mg was related to parameters of bone health pre-IMT, and (3) whether Ca and vitamin D supplementation (Ca/vitamin D) during IMT modified serum Mg. Females (n 62) and males (n 51) consumed 2000 mg of Ca and 25 μg of vitamin D/d or placebo during IMT (12 weeks). Dietary Mg intakes were estimated using FFQ, serum Mg was assessed and peripheral quantitative computed tomography was performed on the tibia. Dietary Mg intakes for females and males pre-IMT were below the estimated average requirement and did not change with training. Serum Mg increased during IMT in females (0·06 ± 0·08 mmol/l) compared with males (–0·02 ± 0·10 mmol/l; P < 0·001) and in those consuming Ca/vitamin D (0·05 ± 0·09 mmol/l) compared with placebo (0·001 ± 0·11 mmol/l; P = 0·015). In females, serum Mg was associated with total bone mineral content (BMC, β = 0·367, P = 0·004) and robustness (β = 0·393, P = 0·006) at the distal 4 % site, stress–strain index of the polaris axis (β = 0·334, P = 0·009) and robustness (β = 0·420, P = 0·004) at the 14 % diaphyseal site, and BMC (β = 0·309, P = 0·009) and stress–strain index of the polaris axis (β = 0·314, P = 0·006) at the 66 % diaphyseal site pre-IMT. No significant relationships between serum Mg and bone measures were observed in males. Findings suggest that serum Mg may be modulated by Ca/vitamin D intake and may impact tibial bone health during training in female military recruits.