Laser welding with filler wire of AZ31 magnesium alloys is investigated using a CO2 laser experimental system. The effect of three different filler wires on the joint properties is researched. The results show that the weld appearance can be effectively improved when using laser welding with filler wire. The microhardness and tensile strength of joints are almost the same as those of the base metal when ER AZ31 or ER AZ61 wire is adopted. However, when the filler wire of ER 5356 aluminum alloy is used, the mechanical properties of joints become worse. For ER AZ31 and ER AZ61 filler wires, the microstructure of weld zone shows small dendrite grains. In comparison, for ER 5356 filler wire, the weld shows a structure of snowy dendrites and many intermetallic compounds and eutectic phases distribute in the dendrites. These intermetallic constituents with low melting point increase the tendency of hot crack and result in fragile joint properties. Therefore, ER AZ31 and ER AZ61 wire are more suitable filler material than ER 5356 for CO2 laser welding of AZ31 magnesium alloys.