Aiming at testing the validity of our magnesium atomic model and investigating the effects of non-local thermodynamical equilibrium (NLTE) on the formation of the H-band neutral magnesium lines, we derive the differential Mg abundances from selected transitions for 13 stars either adopting or relaxing the assumption of local thermodynamical equilibrium (LTE). Our analysis is based on high-resolution and high signal-to-noise ratio H-band spectra from the Apache Point Observatory Galactic Evolution Experiment (APOGEE) and optical spectra from several instruments. The absolute differences between the Mg abundances derived from the two wavelength bands are always less than 0.1 dex in the NLTE analysis, while they are slightly larger for the LTE case. This suggests that our Mg atomic model is appropriate for investigating the NLTE formation of the H-band Mg lines. The NLTE corrections for the Mg i H-band lines are sensitive to the surface gravity, becoming larger for smaller log g values, and strong lines are more susceptible to departures from LTE. For cool giants, NLTE corrections tend to be negative, and for the strong line at 15765 Å they reach ‑0.14 dex in our sample, and up to ‑0.22 dex for other APOGEE stars. Our results suggest that it is important to include NLTE corrections in determining Mg abundances from the H-band Mg i transitions, especially when strong lines are used. Based on observations collected on the 2.16 m telescope at Xinglong station, National Astronomical Observatories, Chinese Academy of Sciences, the 2.2 m telescope at the Calar Alto Observatory, the 1.88 m reflector on the Okayama Astrophysical Observatory, the Kitt Peak coudé feed telescope, and the McMath–Pierce solar telescope and the coudé focus of the Mayall 4 m reflector at Kitt Peak.