AlMg alloys have widespread industrial applications. Grain refinement techniques have been frequently used to achieve high strength in these alloys. Here, we report on the fabrication of epitaxial co-sputtered AlMg thin films with high-density growth twins. The microstructure evolution with varying Mg composition has been characterized. Nanoindentation and in-situ micropillar compression tests show that the strength of AlMg alloys increases with increasing Mg composition. The flow stress of epitaxial nanotwinned Al–10 at.% Mg thin film exceeds 800 MPa. The modified Hall–Petch plots incorporating the solid solution strengthening effect suggest that, compared to high angle grain boundaries, incoherent twin boundaries are equivalent barriers to the transmission of dislocations in nanotwinned AlMg alloys.