AbstractMagnesium (Mg) metal secondary batteries have attracted much attention for their high safety and high energy density characteristics. However, the significant issues of the cathode/electrolyte interphase (CEI) in Mg batteries are still being ignored. In this work, a significant CEI layer on the typical Mo6S8 cathode surface has been unprecedentedly constructed through the oxidation of the chloride‐free magnesium tetrakis(hexafluoroisopropyloxy)borate (Mg[B(hfip)4]2) salt under a proper charge cut‐off voltage condition. The CEI has been identified to contain BxOy effective species originating from the oxidation of [B(hfip)4]− anion. It is confirmed that the BxOy species is beneficial to the desolvation of solvated Mg2+, speeding up the interfacial Mg2+ transfer kinetics, thereby improving the Mg2+‐storage capability of Mo6S8 host. The firstly reported CEI in Mg batteries will give deeper insights into the interface issues in multivalent electrochemical systems.