$MgB_2$ bulk samples are synthesized through solid state reaction route using Mg precursors with different particle size by keeping the boron precursor unchanged. Scanning electron microscopy study of the fractured surface for all the samples depicts quite distinct structure depending on the Mg precursor. Big size of Mg precursor resulted in to largely elongated and deep pores while smaller one gave roughly ellipsoidal and shallow pore structure. Influence of the Mg particle size on the grain to grain connectivity reflected in the critical current density value which was greater for samples with smaller Mg precursor. All the synthesized samples undergo a superconducting transition at around 36.5 K irrespective of different Mg precursor particle size.