An experimental system integrating micro-sized single particle generation, ignition, and observation was proposed and constructed for investigating the combustion characteristics of magnesium single particles in carbon dioxide. Defining the onset of combustion using the boiling point temperature allows for precise measurement of combustion time without artificial interference. Results revealed four modes of combustion for magnesium particles (Vapor-phase combustion, surface reaction, Micro explosion and flash-out mode) in carbon dioxide. Vapor-phase combustion is diffusion-controlled (with a D01.76 scaling, where D0 is the initial particle diameter). Additionally, the micro-explosion mode primarily occurs in particles with diameters exceeding 70 μm, and the combustion time is rather insensitive to the particle size (Typically 0.5 ∼ 2.2 ms in this study). The characteristic temperatures of the particles were determined using two-color pyrometry, indicating that the particle combustion temperature decreases with increasing particle size. Magnesium particles typically reach temperatures approximately 800 K higher than normal vapor-phase combustion temperatures before experiencing micro-explosions. Analysis of combustion products shows that the oxide shell formed by the combustion of magnesium particles has a three-layer structure. Both the outer and inner layers are mixed layers of magnesium oxide and solid carbon produced during combustion reactions, and the middle layer is the initial oxidation layer of the particles.