Hydrogen is now one of the potential vectors of energy for the future. To overcome the problems of hydrogen storage, many works are focused towards the development of new materials. In this paper, new composite materials Mg @ metal catalysts (Ni or Pd) are synthesized with an original route, the chemical fluid deposition process in supercritical fluids. The two studied materials (Mg @ Ni and Mg @ Pd) show the potentiality of the CFD route in supercritical fluids to decor surfaces with a structuration from the micrometer scale down to the nanometer one. Regarding hydrogen sorption, the catalytic effect of Ni is higher than the one of palladium. The cyclability is hugely improved with 'SCF materials" in comparison with ball milling ones because the catalysts stay always on the magnesium particle surface.