We report the study of Mg cathodic electrochemical deposition on Ti and Au electrode using a multimodal approach by examining the sample area in-situ using liquid cell transmission electron microscopy (TEM), scanning transmission X-ray microscopy (STXM) and X-ray absorption spectroscopy (XAS). Magnesium Aluminum Chloride Complex was synthesized and utilized as electrolyte, where non-reversible features during in situ charging-discharging cycles were observed. During charging, a uniform Mg film was deposited on the electrode, which is consistent with the intrinsic non-dendritic nature of Mg deposition in Mg ion batteries. The Mg thin film was not dissolvable during the following discharge process. We found that such Mg thin film is hexacoordinated Mg compounds by in-situ STXM and XAS. This study provides insights on the non-reversibility issue and failure mechanism of Mg ion batteries. Also, our method provides a novel generic method to understand the in situ battery chemistry without any further sample processing, which can preserve the original nature of battery materials or electrodeposited materials. This multimodal in situ imaging and spectroscopy provides many opportunities to attack complex problems that span orders of magnitude in length and time scale, which can be applied to a broad range of the energy storage systems.