In the present paper, the deformation behavior of a rolled Mg alloy sheet with compressive pre-strain was investigated both experimentally and numerically. The rolled Mg alloy sheet showed remarkable in-plane anisotropy in the stress-strain curves. A crystal plasticity finite-element method was used to examine the mechanism that caused the anisotropy. The simulation predicted the qualitative tendency of the anisotropy well. The simulation results showed that the activities of detwinning and prismatic slip significantly differed depending on the angle between the first and second loading directions, leading to the anisotropy in the stress-strain curves.