Orange peel patterns on the surface of the magnesium alloy generated in warm incremental sheet forming significantly affect the appearance of the products. In this work, the influence of the heating modes on this phenomenon is investigated. Two heating methods, i.e., hot air heating and carbon fiber electric pipe heating, were developed for the warm incremental forming respectively. An octagonal pyramid is taken as example and four different forming temperatures are set for the two heating systems. The results indicate that the occurrence of orange peel patterns is strongly affected by the temperature distribution. The surface quality of the parts formed with the hot air heating system is generally better than that with the electric pipe heating system. The influence of the forming temperatures is also discussed based on the microstructural observation.