Combustion mechanism of magnesium has long been explored. It has been recently shown that spherical magnesium particles with highly active can be used to analyze combustion process in detail with the help of new methods and advanced instruments. This work is aimed at investigating the multiple diffusion reaction of single spherical magnesium particles in accordance with surface composition and combustion remains. Energy Dispersive Spectrometer (EDS), Scanning Electron Microscope (SEM) and X-ray Diffraction (XRD) were used to analyze the samples before and after reaction. In addition, combustion of magnesium particle was conducted in a microscope heating system. The results of the study show that an oxygen-rich layer formed on the particle surface before the particle was heated to burn. Dissolved oxygen was detected in this layer and its concentration is lower than that of stoichiometric MgO. The dissolution reaction of oxygen begins before the gas phase combustion and later on, after the gas phase combustion stops, becomes the dominated reaction. It is suggested that there are two sources of MgO formed during the oxidation process, Mg(s) → Mg(g) → MgO(s) and Mg(s) → oxygen-rich layer(s) → MgO(s). The latter is the dominated mechanism of surface heterogeneous reaction.