Magnesium chloride itself does not burn. Burning implies a chemical reaction with oxygen, producing light and heat.

However, magnesium metal burns with a very bright white light. This is because the reaction between magnesium and oxygen releases a lot of energy, causing the magnesium atoms to become excited and emit light.

While magnesium chloride contains magnesium, it's not in its elemental form and therefore does not burn in the same way.