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The enhancement of osteogenesis and angiogenesis remains a great challenge for the successful regeneration of engineered tissue. Biodegradable Mg and Zn alloys have received increasing interest as potential biodegradable metallic materials, partially due to the biological functions of Mg²⁺ and Zn²⁺ with regard to osteogenesis and angiogenesis, respectively. In the present study, novel biodegradable Zn–xMg (x = 0.2, 0.5, 1.0 wt.%) alloys were designed and fabricated, and the effects of adding different amounts of Mg to the Zn matrix were investigated. The osteogenesis and angiogenesis beneficial effects of Zn²⁺ and Mg²⁺ release during the biodegradation were characterized, demonstrating coordination with the bone regeneration process in a dose-dependent manner. The results show that increased Mg content leads to a higher amount of released Mg²⁺ while decreasing the Zn²⁺ concentration in the extract. The osteogenesis of pre-osteoblasts was promoted in Zn–0.5Mg and Zn–1Mg due to the higher concentration of Mg²⁺. Moreover, pure Zn extract presented the highest activity in angiogenesis, owing to the highest concentration of Zn²⁺ release (6.415 μg/mL); the proliferation of osteoblast cells was, however, inhibited under such a high Zn²⁺ concentration. Although the concentration of Zn ion was decreased in Zn–0.5Mg and Zn–1Mg compared with pure Zn, the angiogenesis was not influenced when the concentration of Mg in the extract was sufficiently increased. Hence, Mg²⁺ and Zn²⁺ in Zn–Mg alloys show a dual modulation effect. The Zn–0.5Mg alloy was indicated to be a promising implant candidate due to demonstrating the appropriate activity in regulating osteogenesis and angiogenesis. The present work evaluates the effect of the Mg content in Zn-based alloys on biological activities, and the results provide guidance regarding the Zn–Mg composition in designs for orthopedic application.