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MgH2-based nanocomposites were synthesized by high-energy reactive ball milling (RBM) of Mg powder with 0.5–5 mol% of various catalytic additives (nano-Ti, nano-TiO2, and Ti4Fe2Ox suboxide powders) in hydrogen. The additives were shown to facilitate hydrogenation of magnesium during RBM and substantially improve its hydrogen absorption-desorption kinetics. X-ray diffraction analysis showed the formation of nanocrystalline MgH2 and hydrogenation of nano-Ti and Ti4Fe2Ox. The possible reduction of TiO2 during RBM in hydrogen was not observed, which is in agreement with lower hydrogenation capacity of the corresponding composite, 5.7 wt% for Mg + 5 mol% nano-TiO2 compared to 6.5 wt% for Mg + 5 mol% nano-Ti. Hydrogen desorption from the as-prepared composites was studied by Thermal Desorption Spectroscopy (TDS) in vacuum. A significant lowering of the hydrogen desorption temperature of MgH2 by 30–90 °C in the presence of the additives is associated with lowering activation energy from 146 kJ/mol for nanosized MgH2 down to 74 and 67 kJ/mol for MgH2 modified with nano-TiO2 and Ti4Fe2O0.3 additives, respectively. After hydrogen desorption at 300–350 °C, these materials are able to absorb hydrogen even at room temperature. It is shown that nano-structuring and addition of Ti-based catalysts do not decrease thermodynamic stability of MgH2. The thermodynamic parameters, obtained from hydrogen desorption isotherms for the Mg–Ti4Fe2O0.3 nanocomposite, ΔHdes = 76 kJ/mol H2 and ΔSdes = 138 J/K·mol H2, correspond to the reported literature values for pure polycrystalline MgH2. Hydrogen absorption-desorption characteristics of the composites with nano-Ti remain stable during at least 25 cycles, while a gradual decay of the reversible hydrogen capacity occurred in the case of TiO2 and Ti4Fe2Ox additives. Cycling stability of Mg/Ti4Fe2Ox was substantially improved by introduction of 3 wt% graphite into the composite.