The development of composites that simultaneously improve strength and plasticity is a challenging task, especially in Mg alloys. The focus of this study is to create a novel multiscale gradient structure (GS) in Mg laminates to exhibit optimal strength-plasticity synergies through a temperature-controlled extrusion shear (TCES) and extrusion composite process with preset grain sizes. Initially, the gradient structure is formed by a short extrusion process, leading to an increase in the average grain size of the elongated coarse grains from the middle layer of the equiaxed fine grain zone to the elongated coarse grain surface layer. The resulting gradient structure improves the material synergy. The microstructure evolution mechanism of the alloy during symmetric plastic deformation was analyzed. The initial grains underwent DDRX, CDRX, and shear deformation-induced dynamic recrystallization (SDDRX) during the RZ extrusion stage, the grains were significantly refined, and the basal texture intensity was significantly weakened during the SD extrusion stage. The effect of extrusion temperature (400 °C, 450 °C, 500 °C) on the alloys in the forming zone after ES extrusion was further investigated. Tensile tests on Mg laminates prepared by the extrusion method showed that the ultimate tensile strength (UTS) of the samples prepared at 450 °C was 265 MPa and the elongation (EL) was 23.8 %. The significant improvement in the yield tensile strength (YTS) of the composite Mg alloys post-ES processing is primarily attributed to the fine-grained (FG) interior, while the increase in elongation is due to the coarse-grained (CG) exterior. This study presents a novel approach to enhancing the mechanical properties of Mg alloys, offering a promising direction for the development of advanced materials with superior strength and ductility.