Interfacial structure of Mg/SiC multilayers as extreme ultra-violet reflectors was studied along with Mg/Si and Mg/C multilayers by means of x-ray reflectometry, x-ray diffraction, x-ray photoemission spectroscopy, and transmission electron microscopy. The interfacial diffusion in the Mg/SiC multilayer is found asymmetrical as the interlayers formed at SiC-on-Mg interfaces (2.5 nm) are much thicker than those at Mg-on-SiC interfaces (1.0 nm). Contrary asymmetry is found in the Mg/Si and Mg/C multilayers. An explanation of this phenomenon is suggested based on the investigation results. Our findings may result in improved reflectance of Mg/SiC multilayers by inserting diffusion barriers at the more diffused interfaces.