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In this work, we investigated a new approach to incorporate Mg particles within a PDLLA matrix using a solvent-free commercially available process. PDLLA/Mg composites were manufactured by injection moulding and the effects of Mg incorporated into PDLLA on MSC and macrophage responses were evaluated. Small amounts of Mg particles (≤1 wt %) do not cause thermal degradation of PDLLA, which retains its mechanical properties. PDLLA/Mg composites release hydrogen, alkaline products and Mg ions without changing pH of culture media. Mg-containing materials provide a noncytotoxic environment that enhances MSC viability. Concentration of Mg ions in extracts of MSCs increases with the increment of Mg content in the composites. Incorporation of Mg particles into PDLLA stimulates FN production, ALP activity, and VEGF secretion in MSCs, an effect mediated by degradation products dissolved from the composites. Degradation products of PDLLA induce an increase in MCP-1, RANTES, and MIP-1α secretion in macrophages while products of composites have minimal effect on these chemokines. Regulation of MSC behavior at the biomaterial's interface and macrophage-mediated inflammatory response to the degradation products is related to the incorporation of Mg in the composites. These findings suggest that including small amounts of Mg particles into polymeric devices can be a valuable strategy to promote osseointegration and reduce host inflammatory response.