The mechanisms of fatigue life improvement by pre-twinning process in a commercial rolled magnesium (Mg) alloy have been investigated using real-time in situ neutron diffraction under a continuous-loading condition. It is found that by introducing the excess twinned grains through pre-compression along the rolling direction the fatigue life was enhanced approximately 50%, mainly resulting from the prolonged detwinning process and inhibited dislocation slip during reverse tension. Moreover, after pre-twinning, the reduction of the rapid strain hardening during reverse tension leads to a compressive mean stress value and more symmetric shape of stress–strain hysteresis loop. The pre-twinning has significant impacts on the twinning-detwinning characteristics and deformation modes during cyclic loading and greatly facilitates the twinning-detwinning activities in plastic deformation. The cyclic straining leads to the increase of contribution of tensile twinning deformation in overall plastic deformation in both the as-received and pre-twinned sample. The mechanisms of load partitioning in different groups of grains are closely related to the deformation modes in each deformation stage, while the fatigue cycling has little influence on the load sharing. The pre-twinning process provides an easy and cost-effective route to improve the low-cycle fatigue life through manufacturing and processing, which would advance the wide application of light-weight wrought Mg alloys as structural materials.