Mg–Si thin films with various elemental compositions ranging from 0 ≤ x ≤ 1 in MgxSi(1–x) were obtained via combinatorial magnetron sputter deposition of Si and Mg in order to improve the electrochemical lithiation/delithiation process of pure Si by embedding Si in an active Mg–Si matrix. Scanning electron microscopy, energy-dispersive X-ray spectroscopy, X-ray diffraction, and Raman spectroscopy methods were used to investigate the morphology, stoichiometry, and structure of the different thin film samples. Constant current charge/discharge cycling revealed significant electrochemical changes depending on the Mg content in comparison to the pure Si active material improving the capacity retention to 96% over 400 cycles.