There have been reports on sheet forming of Mg alloy in industry via the punch and die method; this paper is probably the first formal one for studying the sheet formability of AZ31 employing pressurized gas to press the sheet into a female die cavity at various elevated temperatures. The results indicate it is feasible to form a rectangular box via pressurized gas from extruded sheets of 0.5 and 1.7 mm thick. The formed box has 1:2 depth over width ratio,which should be large enough when dealing with realistic industrial sheet forming parts. Presently, forming a sheet of 0.5 mm thick is considered a technical challenge by industry, and it is conquered as demonstrated in this paper.Gas forming technique applied to Mg alloy is unprecedented and shows potential for industrial utilization.