Zintl phases with nominal 9-4-9 formulas are very interesting for their potential applications as thermoelectric materials. However, the formation of such phases usually requires divalent transition metals, for example, Zn, Mn, and Cd, which are covalently bonded to the pnictogen atoms. In this report, for the first time, two Mg-containing compounds with such structures as Sr9Mg4.45( 1)Bi9 and Sr9Mg4.42( 1)Sb9 were synthesized and their structures were determined by the single-crystal X-ray diffraction method. Both title compounds crystallize in the orthorhombic space group Pnma and are isostructural with Ca9Mn4.41( 1)Sb9, which features complex polyanion structures compared to the classical 9-4-9 phases. For Sr9Mg4.45( 1)Bi9, its low thermal conductivity, combined with its high electrical conductivity and moderate Seebeck coefficient, leads to a decent figure of merit of 0.57 at 773 K, which obviously prevails in the unoptimized 9-4-9 phases. The discovery of such Mg-containing 9-4-9 phases is very significant, as the discovery not only enriches the structure map of the well-known 9-4-9 family but also provides very valuable thermoelectric candidates surely deserving of more in-depth investigation.