Magnesium alloys are generally characterized by low thermal resistance, especially by the poor creep resistance. 9Al-Zn-2Ca Magnesium alloy bolt was developed to improve the mechanical properties for the purpose of fastening Magnesium parts mainly used in the transportation industry. Fastening Mg parts with Mg alloy bolts contribute to avoiding bolt loosening due to creep deformation of fastened Mg parts, which is observed in the case of being tightened by steel bolts. In this study, the creep properties of the single bolt are measured and then the Mg bolt-Mg parts-Mg nut system were experimented to investigate the influence of thermal history on the axial force in the bolt. Finite element analysis was executed to explain the bolt loosening mechanism of fastening Mg parts. Steel bolt was employed to compare the mechanism with Mg alloy bolt.