Three-layered Pd/Mg1−xAlx/Pd (x = 0, 0.13, 0.21, 0.39) thin films were prepared by means of pulsed laser deposition. In the present Al concentration range, X-ray diffraction analyses showed that the Mg1−xAlx layer was constituted of a single phase Mg(Al) solid solution. The Mg(Al) grains are preferentially orientated along the c-axis and their size decreased (from 18.5 to 10.5 nm) as the Al content increased. Scanning electron microscopy and atomic force microscopy observations indicated that all the films exhibited a globular surface structure. However, the surface roughness of the films decreased as the Al concentration increased. Rutherford backscattering spectroscopy revealed that the Mg–Al layer density (porosity) was strongly dependent on the Al content. Successive hydriding charge/discharge cycles were performed on the different Pd/Mg1−xAlx/Pd films in alkaline media. The highest discharge capacity was obtained with the Pd/Mg0.79Al0.21/Pd film, namely ~85 μAh cm−2 μm−1 or 320 mAh g−1, which corresponds to a H/M atomic ratio of ~0.48 in the Mg–Al layer.