Reliable p-doped hexagonal boron nitride (h-BN) could enable wide bandgap optoelectronic devices such as deep ultra-violet light emitting diodes (UV LEDs), solar blind photodiodes and neutron detectors. We report the study of Mg in h-BN layers as well as Mg h-BN/AlGaN heterostructures. Mg incorporation in h-BN was studied under different biscyclopentadienyl-magnesium (Cp2Mg) molar flow rates. 2θ-ω x-ray diffraction scans clearly evidence a single peak, corresponding to the (002) reflection plane of h-BN with a full-width half maximum increasing with Mg incorporation in h-BN. For a large range of Cp2Mg molar flow rates, the surface of Mg doped h-BN layers exhibited characteristic pleats, confirming that Mg doped h-BN remains layered. Secondary ion mass spectrometry analysis showed Mg incorporation, up to 4 × 10 /cm in h-BN. Electrical conductivity of Mg h-BN increased with increased Mg-doping. Heterostructures of Mg h-BN grown on n-type Al rich AlGaN (58% Al content) were made with the intent of forming a p-n heterojunction. The I-V characteristics revealed rectifying behavior for temperatures from 123 to 423 K. Under ultraviolet illumination, photocurrent was generated, as is typical for p-n diodes. C-V measurements evidence a built-in potential of 3.89 V. These encouraging results can indicate p-type behavior, opening a pathway for a new class of wide bandgap p-type layers.