In the present scenario, aerospace and automobile industries depend on lightweight materials such as magnesium and aluminum alloys because of their great balance between mechanical properties and weight ratio. Despite these benefits during the joining process of these dissimilar materials by welding, many challenges arises. The prominent one is related to the low melting points of these lightweight metals which make it almost impossible the joining using conventional arc welding techniques. To tackle this challenge, Friction Stir Welding (FSW) can be considered as a promising candidate tool. In this study, to demonstrate the FSW performances of joining two dissimilar materials we have investigated the joining of AA 6061 and Mg AZ 31 B using a built-in house a modified milling machine. The dissimilar combinations of AA 6061 and Mg AZ 31 B joints were successfully joined by embedding different welding conditions and varying the offset distance. The mechanical performances were evaluated by conducting specific mechanical tests such as micro-hardness, tensile, and impact tests, respectively. To explain the mechanical results, we have applied optical microscopy observation on the microstructure associated with the bonding location. The results prove that the strength of the Friction Stir Welded joints is much higher as compared to other techniques especially in terms of dissimilar metals.