Graphene supported boron nitride (G/BN) nanosheets were prepared via vacuum filtration process and followed by thermal treatment at 150 °C for 2 h in an argon atmosphere. The structural analysis of G/BN materials were conducted through field emission scanning electron microscopy, energy‐dispersive X‐ray spectroscopy, X‐ray diffraction, X‐ray photoelectron spectroscopy, FT‐IR spectroscopy. The structural analysis was clearly illustrated that the prepared BN nanosheets were supported on the graphene layer. It is confirmed that the G/BN‐20% content shown round leaf‐like morphology and particle size approximately 100 nm. Further, the electroanalytical performance of G/BN materials was measured by galvanostatic charge/discharge, cyclic voltammetry, and electrochemical impedance spectroscopy studies. It was observed that the G/BN‐20% material was exhibited with a good discharge capacity (105 mAh g−1) at the current density of 25 mA g−1, which is higher capacity retention and rate capability at around 100 cycles. Due to the exceptional magnesium storage behaviour of G/BN‐20% material which is used as a cathode, has shown a strong synergistic effect.