The heterodiffusion of Ag, Cd, In Sn and Sb in magnesium single crystals has been investigated parallel and perpendicular to the c-axis. The diffusion anisotropies are weak, except in the case of silver. The experimental data show a valence effect on activation energies measured along the c-axis; these energies increase with the valence of the solute, except for antimony, for which there is a strong discontinuity in the diffusion constants. The Lazarus-Le Claire model cannot explain the experimental data, regardless of the potential used to describe the solute.