Study about the feasibility and effect of high-energy ball milling on a specific Mg alloy under protection medium of alcohol was presented via comparing with conventional vacuum milling. More fine particles with wider powder size distribution but more irregular shape were shown of the powder milled under alcohol. No obvious oxide was revealed from the two kinds of Mg alloy powders with limited milling time. And since slip induced in a preferential direction, the (002) texture was formed in the Mg alloy powders at the initial stage of alcohol milling. More O and Fe contaminants were introduced into the powders milled under alcohol according to the EDS analysis.