Conventional magnesium alloys, due to their low ductility, have a poor self-piercing rivetability. Cracks always occur when the magnesium sheet is placed at the bottom layer, which brings great challenge to the use of the magnesium alloys. In this paper, friction self-piercing riveting (F-SPR) process was adopted to join 1 mm thick aluminum alloy AA6061-T6 to 2.2 mm thick magnesium alloy AZ31B, and the effect of rivet hardness and key geometrical features on joint formation were studied systematically. The experimental results showed that using rivets with a hardness of 190 HV, the top aluminum sheet could be well pierced and a larger rivet shank flaring value would be formed between rivet shank and the bottom magnesium. The effect of the rivet's geometrical features, including ribs under shoulder and inclination angle under shoulder, were examined using two evaluation criteria, i.e., rivet shank flaring value and remaining thickness, and found that the rivet with no ribs and 10 deg inclination angle under shoulder is suitable for joining 1 mm AA6061-T6 to 2.2 mm AZ31B in F-SPR process.