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 Tc 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 Tc, as like the case of FeSe thin film on some specific substrates. Our work not only demonstrates a powerful way for raising Tc in bulk superconductors, but also provides a well-defined platform for systematic studies of the mechanism of unconventional superconductivity by considering interface effect.