A series of Sb -doped Mg ₂( Si _0.4 Sn _0.6) Sb _x (0 ≤ x ≤ 0.025) solid solutions were prepared by an induction melting, Melt Spinning (MS) and Spark Plasma Sintering (SPS) method, namely the non-equilibrium technique MS–SPS, using bulks of Magnesium, Silicon, Tin, and Antimony as raw materials. The non-equilibrium technique generates the unique multiscale microstructures of samples containing micronscale grains and nanoscale precipitates, the multiscale microstructures remarkably make the lattice thermal conductivities decreased, particularly for samples with the nanoscale precipitates having the size of 10–20 nm. Meanwhile, Sb -doping greatly increased the electrical performance of samples. Consequently, the Sb -doping combined with the multiscale microstructures strategy remarkably improves the overall thermoelectric (TE) performance of Sb doped samples, and a high dimensionless figure of merit (ZT) value of up to 1.25 at 723 K is obtained with Mg ₂( Si _0.4 Sn _0.6) Sb _0.02 sample in a relatively wide temperature range.