The {10-12} twinning activities of Mg-3Al-1Zn magnesium alloy during multi-directional compression were investigated by in situ EBSD technology. The specimen was pre-compressed to a strain of 3.2% along TD, followed by a compression with a strain of 2.6% along RD, and finally a compression with a strain of 2.5% along TD. The Schmid factor, strain compatibility factor (m) and twinning strain tensor (epsilon) were calculated to analyze the twinning variant selection. The results show that four types of twinning behaviors can be observed during multi-directional compression: (1) the growth of twin lamellas generated from previous compression; (2) the nucleation of new {10-12} twins in existing twins; (3) the nucleation of new {10-12} twins in initial grains; and (4) detwinning. Some grains show only one twinning behavior within a grain, while some grains exhibit two or more twinning behaviors within a single grain. The variant selection of {10-12} twins for twin pairs and twin chains in neighboring grains is dominated by high Schmid factor and high strain compatibility factor. Because of good accommodation between neighboring grains, the simultaneous detwinning and retwinning behaviors developed in twin pairs or twin chains during multi-directional compression.