α-MgAgSb is a tellurium-free thermoelectric material that exhibits good thermoelectric properties near room temperature. Being made of relatively abundant elements compatible with the complementary metal oxide semiconductor (CMOS) technology, it is considered as a possible solution for the development of high-efficiency thermoelectric devices for heat waste harvesting in microelectronic setups. This study presents a first attempt to investigate the structural properties of MgAgSb thin films prepared by solid-state reactive diffusion. X-ray diffraction (XRD) was used to follow phase formation in thin films, first, in the case of the binary Ag3Sb and Mg3Sb2 compounds, and then, in the case of the ternary system Mg-Ag-Sb. For the later, in situ XRD was used to follow real-time phase formations during the reaction of the bilayerAg3Sb/Mg3Sb2. The results show that the phase α-MgAgSb can be produced by reactive diffusion at the interface of the bilayer. Furthermore, the three phases α, β, and γ are shown to coexist at 360 °C, which can be the result of the thin film geometry (surface and interface effects) or due to a different stoichiometry between these three phases contrasting with usual belief. At temperatures higher than 450 °C, γ-MgAgSb is the only phase stabilized in the film. This study serves as a benchmark for the production of pure α-MgAgSb thermoelectric thin films by reactive diffusion.