Magnesium alloys show anelastic behaviour during cyclic loading. However, there is no clear understanding about the activation of different deformation systems involved. In this study, the cyclic response of the wrought magnesium alloy ZM21 is investigated using different strain steps of 0.4% and 1%. Cast ZM21 was directly extruded at 400°C to a rectangular bar at extrusion ram speed of 1mm/s. The microstructure of extruded bar mostly consists of equiaxed grains with a grain size between 15-18 µm. The anelasticity was measured using a method in which the elastic modulus in every loop is measured by calculating the slope of lines fitted to the loading or unloading parts of the curves. The cyclic test for ZM21 shows that the anelastic strain increases with the strain and reaches its maximum between 2-4% and then levels off. Samples were cyclically loaded to accumulative strain of 2.4%, 4%, 6%, and 8% and then examined using EBSD. Twins were separated from their parent grains in order to quantify twin evolution during cyclic loading. Overall, it was found that most of the twins observed are extension twins up to 8% accumulative strain. Beyond 8% strain, exhaustion of 90% of extension twins occurred and contraction twins appeared in the microstructure from grains mostly oriented in ND direction. Moreover, double twins were identified in the strain of 8% composed of extension twins and contraction twins. This work has the potential to contribute to the design of magnesium alloys which experience cyclic loading during use.