In this study, transparent amorphous MgNb2O6 (MNO) films were fabricated via the sol-gel method to form an Al/MNO/indium tin oxide/glass structure. The resistive switching (RS) behavior of the devices was investigated. From the DC voltage sweep test, the air-annealed MNO samples exhibited stable and reproducible bipolar resistive switching (BRS) behavior; however, the samples annealed in an O-2-rich environment showed no RS property. These results suggest that the RS behavior of the MNO memory devices is highly related to the oxygen vacancy concentration and distribution within the MNO films. In addition, forming-free unipolar resistive switching (URS) behavior was observed when the MNO films were annealed under an N2H2 atmosphere. In order to determine the origin of the BRS and URS behaviors, cross-sectional high-resolution transmission electron microscopy images of the MNO samples were acquired. The RS behavior of the MNO films can be ascribed to the release and recombination of electrons and oxygen vacancies.