In this study, scanning electron microscope, electron backscatter diffraction, and transmission electron microscope have been used to investigate the microstructure evolution of Cu–0.2Mg alloy during continuous extrusion in mass production. The continuous extrusion could change the size and orientation of as-cast crystallite grains of the alloy. Hardness increased gently in upsetting zone and dropped sharply in adhesion zone. Hardness reached the maximum value in right-angle bending zone; and it decreased rapidly in extending extrusion zone. Upsetting zone was mainly composed of cell blocks and microbands, and adhesion zone mainly consisted of discontinuous recrystallize grain. Shear band and subgrains were formed in right-angle bending zone due to polygonization during shear deformation. In extending extrusion zone and extrusion rod zone, recrystallize microstructures were predominant.