The severe cold rolling was employed to enhance strength of Mg-3Gd-lZn (mass fraction, %) alloy sheet. The 0.2% yield stress of the Mg-3Gd-1Zn hot-rolled sheet can be increased by 150% through the single-pass cold rolling with the reduction of 23%, due to the high intensity of dislocation and basal texture established during cold rolling. Compared with the Mg-3Gd-lZn hot-rolled sheet, the cold-rolled sheet annealed at 350 for 30 min may get an enhancement in strength without a great loss of ductility. The sheet processed by multi-pass cold rolling does not show a higher strength as expected, due to the softening effect of shear bands. However, the thin slab with the thickness less than 1 mm can be produced by the multi-pass cold rolling with the annealing treatment as few as possible.