This study investigates the impact of Mg doping concentration in GaN thin films on their physical and mechanical properties, specifically on their conductivity transition, luminescence, hardness, Young's modulus, and creep behavior. Mg-doped GaN layers were grown on sapphire substrates using the MOCVD technique, with trimethylgallium (TMG) and bis(cyclopentadienyl) magnesium (Cp2Mg) as precursors for Ga and Mg, respectively. The TMG flow rate was set at 20 μmol/min, while the Mg flow rate was adjusted by tuning the temperature of the thermostatic bath of Cp2Mg. Three different Cp2Mg flow rates: 2, 7 and 9 μmol/min were utilized to explore their effects on the physical and mechanical properties of the grown epilayers. The results demonstrate that an increase in the Mg concentration leads to a conductivity transition from n-type to p-type, with the highest hole concentration (4.5 ± 0.2) × 1017 cm−3 and blue luminescence attained with Mg concentration equal to 2.1 × 1019 atoms/cm3. Moreover, the hardness, Young's modulus and the intensity of compressive stress increase with the Cp2Mg flow rate due to the evolution of pre-existing dislocation density and point defects incorporation. Additionally, this study evaluates the creep behavior of the Mg-doped GaN thin films. It shows that both the creep stress exponent and the maximal creep depth decrease with the increase of the Cp2Mg flow rate. This is attributed to dislocation glides and climbs governing the creep mechanism. Accordingly, this investigation highlights the importance of understanding the relationship between physical properties and mechanical characteristics of Mg-doped GaN thin films, which have potential implications for various technological applications.