Polycrystalline samples of Sr₂Ni_1−xMg_xWO₆ (x = 0.00, 0.02, 0.04, and 0.06) were prepared through a solid-state reaction method and the crystal structure, optical and dielectric properties of the samples were studied using X-ray diffraction (XRD), UV-vis diffuse reflectance spectroscopy (UV-vis), Fourier transform infrared spectroscopy (FTIR) and electrochemical impedance spectroscopy (EIS) respectively. Rietveld analysis of XRD patterns confirmed that the compounds crystallized in a tetragonal structure with a space group I4/m. The analysis revealed that the unit cell volume of the samples increased from 245.092 ų to 245.273 ų due to the larger ionic radius of Mg²⁺ (0.72 Å) compared to that of Ni²⁺ (0.69 Å). UV-vis analysis revealed that the band gap energy of the samples decreased from 3.30 eV to 3.24 eV as the doping amount increased from x = 0.00 to x = 0.06. This occurrence was attributed to the large size of Mg²⁺ that reduced the excitation distance for the valence electrons. FTIR analysis was performed for all samples and the characteristic absorption bands W–O₆ confirmed the double perovskite structure. A dielectric characterization study using electrochemical impedance spectroscopy (EIS) revealed that the dielectric constant (ε′) and dielectric loss (ε′′) were higher in the low frequency area below 0.01 Hz and decreased upon increasing the frequency above 0.01 Hz until they reached a constant value at 1 MHz. At low frequency, the compound with Mg = 0.06 exhibited the highest value which was approximately 280. In addition, this compound showed the least dielectric loss at 0.01 Hz.