Cr,Mg:GSGG crystals are successfully grown by the Czochralski method. The influences of reducing- and oxidizing- annealing treatments on the absorption spectra of Cr,Mg:GSGG crystals are investigated. From the changes of their absorption spectra, it can be inferred that the Cr4+ ions are initially generated at octahedrally coordinated sites, and then exchange positions with tetrahedral Ga3+ ions in neighboring sites under heat exciting. Differences between absorption spectra also suggest that Mg2+ ions can improve the concentration of tetrahedral Cr4+ ions.