The alloying process of Mg−La in NaCl−KCl−MgCl₂−LaCl₃ (NKML) melts during electroreduction was elucidated using electrochemical techniques and deep potential molecular dynamics (DPMD) simulations. In the NKML system, the Mg²⁺/La³⁺ electrodeposition on the tungsten (W) electrode at 973 K was found to be a one-step process. The nucleation of metal ions on the electrode surface followed an instantaneous nucleation mode and was not influenced by the alloying process. The redox potential and underpotential deposition behavior of the metal ions in the NKML system were accurately predicted by the DPMD simulations, confirming the alloying process of the Mg−La. Additionally, scanning electron microscopy with energy dispersive spectroscopy (SEM−EDS) analysis results confirmed that the cathodic deposits consisted of a bright phase and a dark phase, corresponding to the Mg−La alloys and Mg, respectively. The distribution of electrolytic products suggests that the cathodic deposit initially favors the Mg phase, with the Mg−La alloy forming more easily when the Mg source in the melt is depleted.