Thin AZ31 magnesium alloy sheets, i.e., 2 mm thick, are welded by Friction Stir Welding (FSW) in butt joint configuration using gap width up to 1.15 mm. All welds present good surface finishing and no internal defects, except for the weld produced using the maximum gap width. A reduction of the weld thickness within the Stir Zone is seen with the increase in gap width, leading to a maximum thickness reduction of 8.5%. Microstructure and Vickers hardness investigations reveal no influence of the gap width on these properties. Up to a gap width of 0.51 mm, a slight decrease in the Ultimate Tensile Strength (UTS) is observed with increasing gap width. For larger gap widths, the UTS, as well as the fracture strain, are constant. To keep the metallurgical integrity, a maximum gap width of 1 mm seems acceptable for joints of thin AZ31 magnesium alloy sheets produced by FSW.