Chronic kidney disease is highly prevalent worldwide and is associated with important cardiovascular morbidity and mortality. The search for new prognostic factors and therapeutic targets is therefore essential. There has been recently an increased interest about magnesium, poorly studied yet in that context. In this article, we review the most recent studies looking at the associations between magnesium, cardiovascular and chronic kidney disease. According to the available data, hypomagnesemia seems to alter negatively cardiovascular and renal prognosis. Maintaining normal magnesium levels could then be protective. However, studied populations are heterogeneous, most of the data is only observational and residual confounding factors still need to be considered. All those issues limit currently any definitive therapeutic recommendations.