The mechanical behavior of cold-rolled Mg AZ31B is studied during in-plane multiaxial loading and tension-tension strain path changes performed on cruciform samples using in situ neutron diffraction and EBSD. The results are compared with uniaxial tension loading of dogbone-shaped samples measured with in situ neutron diffraction and acoustic emission. The activity of slip and twinning mechanisms and the active twin variants are discussed for the different strain paths. It is shown that initial strains of 4–5% cause a strengthened yield stress during reload for strain path change angles of 90 and 135°. The strengthening is primarily due to dislocation accumulation during the initial load impeding dislocation motion during the reload. The twinning observed during the prestrain activates complex multivariant secondary twinning which may also contribute to the strengthening in the reload.