The invention provides a machining method capable of protecting magnesium chips of a magnesium alloy from burning. The machining method comprises the following steps: first, determining a machining procedure of a magnesium alloy workpiece according to the parameter demand for the cutting depth value ap of a to-be-machined part; then, determining the cutting velocity vc, the feeding velocity vf, the HRA material hardness, the rake angle value, the relief angle value and the blade quantity of a machining cutter according to the content of the machining procedure; and finally, determining a way to recover the magnesium chips. By adoption of the machining method provided by the invention, the magnesium chips can be effectively protected from burning, caused by the fact that the machining parameters are inappropriately selected or mismatched, in a mechanical cutting process of the magnesium alloy. Meanwhile, by adoption of a magnesium chip recovery device, the magnesium chips can be well recycled after the mechanical cutting process.