Using X-ray diffraction (XRD), scanning electron microscopy (SEM) and differential scanning calorimetry (DSC) the mechanism of pore formation of superconducting MgB2 synthesized at low temperature by in-situ process was studied. It is showed that B powder was embedded into Mg powder after the ball-milling process. MgB2 phase formed firstly in these embedded areas. The closed pores in MgB2 bulks are caused by kirkendall effect due to the different diffusion speeds of Mg and B atoms. The open pores are caused by Mg gas.