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Ti-Mg immiscible alloy thin films were prepared using a multi-arc ion plating technique with various deposition parameters. The surface and cross-section morphologies, crystal structures, and chemical compositions of the Ti-Mg films were investigated by scanning electron microscopy (SEM), X-ray diffraction (XRD), and transmission electron microscopy (TEM). The influence of the substrate negative bias voltage and Ar gas pressure on the microstructure of the Ti-Mg films was systematically studied. Mg atoms were incorporated into the Ti lattice to form an FCC immiscible supersaturated solid solution phase in the thin film. Microparticles were observed on the film surface, and the number of microparticles could be significantly reduced by decreasing the substrate bias voltage and increasing the Ar gas pressure. The appropriate substrate bias voltage and Ar gas pressure increased the deposition rate. The TEM results indicated that columnar, nanolayer, and equiaxed nanocrystals were present in the thin films. Ti and Mg fluctuations were still evident in the nanoscale structures.