The micro addition of Ca is demonstrated to noticeably increase the strength and ductility of Mg–Zn–Ce alloy, which is closely correlated with the enhanced alloying segregation at grain boundary. Addition of Ca is found to yield the enhanced Zn segregation and co-segregation of Zn, Ce, and Ca. The mechanism behind is that Ca decreases the segregation energy while promoting the diffusion process of Zn, ultimately accelerating the thermodynamic and kinetic process of segregation. The enhanced alloying segregation induced by Ca effectively stabilizes grain boundary, which contributes to the refined grain size, retardant mobility of dislocation and ultimately improved strength. Furthermore, the intergranular fracture energy can be noticeably increased by Ca owing to the promoted alloying element segregation at grain boundary, which contributes to the improved grain boundary cohesion and ductility. The controllable segregation at grain boundary via alloying is intended to contribute to the development of advanced magnesium alloys.