Friction joining techniques, such as Friction Stir Spot Welding (FSSW) and high power Ultrasonic Welding (USW), could offer a solution for joining dissimilar materials combinations, such as aluminium (Al) to magnesium (Mg), where high intermetallic reaction rates make the use of conventional joining techniques problematic. Ultrasonic welds have been produced between 1 mm gauge Al 6111-T4 and Mg AZ31-H24 sheets, and the interfacial reaction has been studied as a function of welding time. For this welding system, the mechanical properties of the joints were optimised when a double reed welding system was employed to join materials that had been prepared using 800 grit SiC paper under a clamping force of 1.9 kN, and when the materials were oriented with the rolling direction parallel to the vibration direction. Welds produced between Al and Mg achieved similar peak lap shear strengths to those produced between Mg and Mg at welding times of 0.4 s, but the failure energy of the Al-Mg welds was less than half that of the parent material. In addition, the Al-Mg welds always failed at the interface between the sheets, rather than the desirable, and more energy intensive, pullout mechanism. The inferior mechanical properties were attributed to the rapid formation of a brittle intermetallic layer that initially formed as islands of the γ-Al12Mg17 phase. These islands rapidly spread and became continuous within 0.3 s of welding time, at which point a second sublayer of the β-Al3Mg2 phase began to form on the Al side of the intermetallic reaction layer. The combined layers reached a total thickness of 20 µm within 0.9 s of welding time, with the β-Al3Mg2 sublayer becoming the thicker of the two by this point. At longer welding times, interface liquation was observed at temperatures below the recognised lowest temperature eutectic reaction in the Al-Mg binary phase diagram. This was the result of the alloying elements present in the system and there was no depression in the melting point as a result of the high strain rate associated with this process, as has been proposed elsewhere. The rate of growth of the intermetallic layer during welding was higher than in static heat treatments, which was most likely due to the deformation causing microcracking in the brittle intermetallic layer, allowing short circuit diffusion to occur, and enhancing the growth rate by a factor of approximately 2. Finally, attempts were made to limit the rate of intermetallic compound (IMC) formation by applying coatings to the Mg sheet. The effect of the coatings was to reduce the overall IMC layer thickness by 50 %.