Strictly controlling of the Fe impurity content in Mg alloys is essential for the corrosion-resistance property. In the current work, the effect of alloying elements (Al, Y, Mn and Nd) on the solubility of Fe in the Mg melt (Mg-rich liquid phase) was studied using the in-situ sampling method. The result shows small amount of Al, Y, Mn, or Nd in melt can significantly decrease the solubility of Fe in the Mg melt. For Mg–Mn–Fe and Mg-Nd-Fe systems, the Fe solubility in the Mg-rich liquid phase shows monotonous negative correlation with the contents of Mn and Nd in Mg melt within the studying range of 0–2 wt%. For Mg–Al–Fe and Mg–Y–Fe systems, there is a minimum value of Fe solubility in the Mg melt within the studying range. The current results are helpful for the Mg alloy purification design and essential experimental data for the thermodynamic description of the Mg-rich systems.