The effect of shot peening on the bending strength of an AZ31 magnesium alloy pipe was investigated. In the experiment, extruded pipes of 22 mm 0.D., 18 mm I.D., and 2 mm wall thickness were used. Shot peening treatments were applied to the surface of the workpiece using an impeller-type or an air-type peening machine. It was found that multiple deformation twins were formed during shot peening. The results of the present study revealed that the compressive yield stress of shot-peened pipes is strongly related to their bending strength.