Magnesium alloys are lightweight materials which exhibit high specific strength and is broadly used in aerospace, automotive, electronics, and biomedical. Dry cutting is a common practice in machining this material which always results to an excessive rise in temperature due to the absence of cooling at the cutting zone. The low melting point of AZ31 magnesium alloy always puts the process to the inevitable built-up edge (BUE) and built-up layer (BUL) formation. This study implemented a novel work in turning AZ31 magnesium alloy via an internal cooling technique, known as submerged convective cooling (SCC), to compensate for the absence of cooling in dry cutting. The experimental result revealed that SCC outperformed dry cutting in adhesion wear mechanism, cutting force and temperature due to the cooling induced. SCC recorded up to 15 reduction in cutting temperature with 6 and 12 reduction in cutting and feed force, respectively. In addition, SCC significantly reduced BUE and BUL formation, consequently restrained cutting force fluctuation, owing to the cooling effect of SCC. This research provides an insight into the potential of implementing internal cooling in the severe plastic deformation process, especially in cutting ductile materials like magnesium alloy. © 2022 The Author(s).