Hydrogen storage in magnesium-based composites has been an outstanding research area including a remarkable improvement of the H-sorption properties of this system in the last 5 years. Numerous additives of various morphologies have been applied with great success to accelerate the absorption/desorption reactions. Different combinations of catalysts and preparation conditions have also been explored to synthesize better hydrogen storing materials. At the same time, ball milling is still commonly and effectively applied for the fabrication of Mg-based alloys and composites in order to reduce the grain size to nanometric dimensions and to disperse the catalyst particles over the surface of the host material. In this review, we present the very recent progress, from 2016 to 2021, on catalyzing the hydrogen sorption of Mg-based materials by ball milling. The various catalyzing routes enhancing the hydrogenation performance, including in situ formation of catalysts and synergistic improvement achieved by using multiple additives, will also be summarized. At the end of this work, some thoughts on the prospects for future research will be highlighted.