The aim of this study was to determine the effects of Mg supplementation on anthropometric indices consisting of body weight, waist circumference (WC), BMI and body fat percentage. In this systematic review and dose–response meta-analysis, we searched PubMed, Cochrane Library, Scopus, Web of Science and Google Scholar from databases inception up to February 2020 for relevant randomised controlled trials. Quality of evidence was evaluated using the Cochrane Collaboration Tool. All the outcomes of this meta-analysis were pooled using the random effect model. Analysis of dose–response for Mg dosage was carried out using a fractional polynomial model. The systematic review and meta-analysis include twenty-eight randomised clinical trials, comprising 2013 participants. There were no significant changes in anthropometric indices after Mg supplementation in the overall analysis. However, subgroup analysis revealed that Mg supplementation decreases WC in subjects with BMI > 30 kg/m2 (obese) (twelve trials, n 997 participants; weighted mean difference = –2·09 cm, 95 % CI –4·12, –0·07, P = 0·040; I2 = 0 %). Dose–response analysis revealed a non-significant non-linear effect of supplementation dosage on anthropometric indices. The results suggest that Mg supplementation is associated with lower WC only in obese subjects. However, more high-quality studies are needed to clarify the nature of this association.