Directional Compton profiles of single crystal of hcp magnesium have been measured with scattering vectors along the [10 10], [1120] and [0001] directions in reciprocal space (special directions ΓΜ, ΓΚ, ΓΑ) using high-energy (662 keV) gamma radiation from a 137Cs isotope source. The experimental data were compared with corresponding theoretical Korringa-Kohn-Rostoker (KKR) calculations. The directional difference profiles, both experimental (of medium resolution) and theoretical ones, show very small anisotropy of the electron momentum density in magnesium, 2-3 times lower than in zinc and cadmium single crystals, significantly lower than observed in cubic metals. This small directional effect is in good agreement with Compton 60-keV energy experiments and positron annihilation data presented by other authors.