With its distinctive ability to emit red light with a wavelength surpassing 600 nm, Mg2+-Si4+ co-doped Y3Al5O12: Ce (YMASG: Ce) ceramics emerge as superior candidates for achieving high color rendering and high power white light illumination compared to YAG ceramics. However, due to its higher Stokes energy loss, the orange-red phosphor ceramic YMASG: Ce encounters more pronounced thermal accumulation issues when excited by high-power blue light LEDs/LDs. In response to this challenge, we employed vacuum solid-state sintering technology to fabricate MgO-YMASG: Ce composite phosphor ceramics. As the MgO content increased from 0 to 30 wt%, the thermal conductivity of the samples rose from 5.13 W/(m∙K) to 8.96 W/(m∙K). Additionally, the lower refractive index of MgO effectively enhanced the light extraction efficiency of the ceramics. Consequently, even at a 30 wt% MgO content, the luminescent efficiency of the sample remained comparable to that of YMASG: Ce phosphor ceramics. This suggests that MgO-YMASG: Ce composite phosphor ceramics can serve as high thermal robust orange-red phosphor materials for white light LED/LD illumination.