Pure titanium TA2 was joined to Mg AZ31B by cold metal transfer (CMT) welding–brazing method in the form of two lap-shear joints (Mg–Ti joint and Ti–Mg joint) with Mg AZ61 wire. The microstructure of Ti/Mg CMT joints was identified and characterized by means of optical microscopy (OM), scanning electron microscope (SEM), energy dispersive spectroscopy (EDS) and X-ray diffraction (XRD). The mechanical properties of various welding parameters were compared and analyzed. Desired Ti/Mg CMT joints with satisfied weld appearances and mechanical properties were achieved at suitable welding variables. The Ti/Mg CMT joints had dual characteristics of a welding joint at the Mg side and a brazing joint at the Ti side. Moreover, for two joints, the brazing interfaces were composed of an intermetallic compounds (IMCs) layer including Ti3Al, Mg17Al12 and Mg0.97Zn0.03 phases. Mg–Ti joint had the higher tensile load of 2.10 kN, and Ti–Mg joint had the tensile load of 1.83 kN.