In this study, cold metal transfer (CMT) plug welding of 1 mm thick Mg AZ31 to 1 mm thick hot-dipped galvanized mild steel (i.e., Q235) was studied. Welding tests were performed and the process variables optimized with Mg AZ61 wire and 100% argon shielding gas for a plug weld located in the center of the 25 mm overlap region. It was found that it is feasible to join 1 mm thick Mg AZ31 workpiece to 1 mm thick galvanized mild steel using CMT plug welding. The optimized process variables for CMT plug welding Mg AZ31-to-galvanized mild steel were a wire feed speed of 10.5 m/min, a predrilled hole with a diameter of 8 mm in Mg AZ31 workpiece and a welding time of 0.8 s. CMT plug welded Mg AZ31-to-galvanized mild steel joints were composed of the fusion zone between Mg AZ31 base metal and Mg weld metal, Mg weld metal (i.e., combined base metal, filler wire and Zn coating), and the brazing interface between magnesium weld metal and galvanized mild steel. The brazing interface mainly consisted of Al, Zn, Mg, Si intermetallic compounds and oxides (i.e., Fe3Al, Mg2Si, MgZn, and MgZn2), and magnesium solid solution. The static strength of CMT welded-brazed Mg AZ31-galvanized steel was determined primarily by the strength and area of the brazed interface and thickness of the intermetallic reaction layer.