To search a proper dopant to further improve superconductivity in 11 type Fe-based superconductors makes sense to both their superconductivity mechanism and possible technological applications. In present work, Mg doped FeSe polycrystalline bulks were obtained by a two-step solid-state reaction method. Even though there are many MgSe and iron impurities existing in the Mg heavy doped FeSe bulks, they exhibit obviously increased T-c compared to undoped FeSe sample. It was found that Mg addition has little effect on the crystal lattice parameters of superconducting beta-FeSe, whereas leads to the formation of nano-layered grain structure consisted of MgSe and beta-FeSe with similar X-ray diffraction characteristics. Lots of nano-structural interfaces between FeSe and MgSe formed in this homogenous layered grain structure have significant effect on the superconducting properties and are responsible for the enhancement of T-c, as like the case of FeSe thin film on some specific substrates. Our work not only demonstrates a powerful way for raising T-c in bulk superconductors, but also provides a well-defined platform for systematic studies of the mechanism of unconventional superconductivity by considering interface effect.