Mg₃Sb₂ compound has attracted much attention due to the promising thermoelectric properties and cost advantage. However, it is quite difficult to control Mg content during synthesizing processes because of high saturation vapor pressure and chemical reactivity of Mg element. Herein, Mg_3(1+z)Sb₂ (z=0, 0.02, 0.04, 0.06 and 0.08) samples were prepared by combination of solid state reaction, ball milling and spark plasma sintering (SPS). Their effects of Mg content on thermoelectric properties of Mg₃Sb₂ compounds were investigated in this study. Results indicate that actual Mg content rises with nominal Mg content increasing, and their point defect type changes from Mg vacancy(${{\text{{V}''}}_{\text{Mg}}}$) to interstitial Mg($\text{Mg}_{\text{i}}^{\centerdot \centerdot }$), leading to transition of transport behavior from p type (hole carriers predominated) for Mg_3(1+z)Sb₂ (z=0, 0.02, 0.04) samples to n type (electron carriers predominated) for Mg_3(1+z)Sb₂ (z=0.06, 0.08) samples. Besides, Mg_3(1+0.04)Sb₂ sample shows the highest ZT value from room temperature to 770 K, and achieves maximum ZT of 0.28 at 800 K. Additionally, Mg_3(1+0.04)Sb₂ sample exhibits intrinsic p-type transport behavior for Mg₃Sb₂ compound, which could serve as matrix to be extrinsically doped in the future study for further improvements of electrical properties and ZT value.