Magnesium is a cofactor of different enzymatic reactions involved in anabolic and catabolic processes that affect muscular performance during exercise. In addition, it has been suggested that magnesium could participate in maintaining muscle integrity during demanding effort. The main purpose of this study was to analyze the effects of magnesium supplementation in preventing muscle damage in professional cyclists taking part in a 21-day cycling stage race. Eighteen male professional cyclists (n = 18) from two teams were recruited to participate in the research. They were divided into 2 groups: the control group (n = 9) and the magnesium-supplemented group (n = 9). The supplementation consisted of an intake of 400 mg/day of magnesium during the 3 weeks of competition. Blood samples were collected according to World Anti-Doping Agency rules at three specific moments during competition: immediately before the race; mid competition; and before the last stage. Levels of serum and erythrocyte magnesium, lactate dehydrogenase, creatinine kinase, aspartate transaminase, alanine transaminase, myoglobin, aldolase, total proteins, cortisol and creatinine were determined. Serum and erythrocyte magnesium levels decreased during the race. Circulating tissue markers increased at the end of the race in both groups. However, myoglobin increase was mitigated in the supplemented group compared with the controls. We conclude that magnesium supplementation seems to exert a protective effect on muscle damage.