Various mechanical properties of magnesium alloys have been reported by many researchers. Some researchers have studied the plastic buckling behaviors of magnesium alloys, but the effect of shot peening on plastic buckling strength of magnesium alloys has not been researched yet. In this paper, we describe the effect of shot peening on the plastic buckling behavior of a cylindrical pipe of AZ31(Mg-3%Al-1%Zn) magnesium alloy subjected to axial compressive load. The pipe was exposed to three types of shot peening, and a buckling test on the magnesium alloy pipe with a 38 mm outer diameter, a 35.6 mm inner diameter and a 100 mm gauge height was carried out with both ends of the pipe fixed. The main experimental results are summarized as follows: the buckling stress of the pipe exposed to shot peening is higher than that of the as-received one at 293 K, and is almost the same as that of the as-received one at 573 K.