In this paper, we report on the morphology-controlled synthesis of magnesium micro/nanospheres and their electrochemical performance as the anode of primary Mg/MnO2 batteries. Mg micro/nanoscale materials with controllable shapes have been prepared via a conventional vapor-transport method under an inert atmosphere by adjusting the deposition temperatures. Extensive analysis techniques including SEM, XRD, TEM/HRTEM, and Brunauer-Emmett-Teller (BET) were carried out to characterize the as-obtained samples. The results show that the Mg samples are microspheres or micro/nanospheres with specific surface areas of 0.61–1.92 m2/g. The electrochemical properties of the as-prepared Mg and commercial Mg powders were further studied in terms of their linear sweep voltammograms, impedance spectra, and discharge capability. By comparing the performance of different inhibitors in electrolytes, it was found that NaNO2 (2.6 mol/L) as an inhibitor in the Mg(NO3)2 (2.6 mol/L) electrolyte affords a Mg electrode with high current density and low corrosion rate. In particular, the Mg sample consisting of microspheres with a diameter of 1.5–3.0 μm and nanospheres with a diameter of 50–150 nm exhibited superior electrode properties including negative initial potential (−1.08 V), high current density (163 mA/cm2), low apparent activation energy (5.1 kJ/mol), and high discharge specific capacity (784 mAh/g). The mixture of Mg nanospheres and microspheres is promising for application in primary Mg/MnO2 batteries because of the sufficient contact with the electrolyte and greatly reduced charge transfer impedance and polarization.