The clear zigzag-line pattern on transverse cross sections can be used to explain the formation mechanism of the weld nugget when friction stir welded AZ31 magnesium alloy without any other insert material is used as mark. It provides a simple and useful method to research the joining mechanism of friction stir welding. The rotation speed is kept at 1000 r/min and the welding speed changes from 120 mm/min to 600 mm/min. The macrostructure on the transverse cross section was divided into several parts by faying surface. The results show that the shape and formation procedure of the weld nugget change with the welding speed. There are two main material flows in the weld nugget: one is from the advancing side and the other is from the retreating side. A simple model on the weld nugget formation of FSW is presented in this article.