The improved critical current density was obtained for ex-situ MgB2 bulks initially sintered at 900 °C for 2 h and then at 650 °C for 1 h. It was found that local liquid Mg phase sintering is dominant during first high-temperature sintering process, which results in the formation of MgB2 aggregates with excellent grain connectivity. The second low-temperature sintering process not only can consume part of the residual MgB4 but also enlarge the aggregates zones. Consequently, The MgB2 grain connectivity in sintered samples is enhanced and responsible for the improved critical current density.