The Mg/Ta composite material exhibits both exceptional resistance to high-energy particle irradiation and lightweight characteristics, enabling it to more effectively address the requirements of future deep-space exploration. However, joining these two dissimilar metals is challenging due to their significant differences in properties. In this work, AZ31/Al/Ta composites were successfully prepared using the vacuum hot compression bonding (VHCB) method. The effect of hot compressing temperature on the interface microstructure evolution, phase constitution, and shear strength at the interface was investigated. Moreover, the interface bonding mechanisms of the AZ31/Al/Ta composites under the VHCB process conditions were explored. The results demonstrated that as the VHCB temperature increased, the phase composition of the interface between Mg and Al changed from the Mg-Al brittle IMCs (Al12Mg17, Al3Mg2) to the Al-Mg solid solution. Meanwhile, the width of the Al/Ta interface diffusion layer increased to 450℃ compared to that at 400℃. The shear strengths were 24 MPa and 46 MPa at 400℃ and 450℃, respectively. The interfacial bonding mechanism of AZ31/Al/Ta composites involves the coexistence of diffusion and mechanical meshing. Avoiding the formation of brittle phases at the interface can significantly improve interfacial bonding strength.