Single phase crystalline powders of $Mg_3Sb_2$ and $Mg_3Bi_2$ were prepared by mechanical alloying Mg, Sb and Bi metals with planetary ball milling for 24~48 h. The compositions of starting raw materials for single phase $Mg_3Sb_2$ and $Mg_3Bi_2$ were 3Mg : 1.8Sb and 3Mg : 1.6Bi, respectively. Two types of mechanically alloyed powders obtained were mixed at some ratios for the fabrication of $Mg_3Sb_2-Mg_3Bi_2$ composites and then hot pressed under uniaxial pressure of 70 MPa at 723 K for 1 h. The main phase of composites was a stable phase similar to $Mg_3Bi_2$ phase with a small amount of Bi phase. The distributions of Sb and Bi elements on EDS mapping images were discontinuous and their compositional contours were clear, which means that the hot pressed specimens were composites composed of two compounds of $Mg_3Sb_2$ and $Mg_3Bi_2$.