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Atomic structures of ternary icosahedral (i) Yb–Cd–Mg quasicrystals (QCs) with five different Mg contents up to 46.4 at.% and a corresponding 1/1 approximant (AP), which has a composition of Yb13.3Cd70.3Mg16.5, have been analysed by single-crystal X-ray diffraction. The structures of the iQCs were found to be isostructural to the parent i-YbCd5.7, which consists of a so-called Tsai-type rhombic triacontahedron (RTH) cluster and double Friauf polyhedron, and that of the 1/1 AP was found to be isostructural to YbCd6, which is described by a body-centred packing of the same type of RTH cluster. In the iQCs, it was found that there are three types of Cd/Mg occupation, namely, Cd preferential site, Mg preferential site and Cd/Mg mixed site, and the occupation probabilities of Mg atoms at the Mg preferential site show a saturation behaviour around the Mg content of 20 at.%. This selective Mg occupation is identified as a cause of the non-linear increase in the icosahedral lattice constant with increasing Mg content. The 1/1 AP has a similar selective Mg occupation to that of the iQCs in terms of the shell structures of the Tsai-type RTH cluster. In both iQCs and the 1/1 AP, the Mg preferential sites have a smaller number of Yb atoms among their coordination numbers. Moreover, short-range order (s.r.o.) diffuse scattering was observed on the diffraction patterns of the iQCs at the positions corresponding to a face-centred-type (F-type) icosahedral superlattice. The F-type s.r.o. was found to result from the Mg substitution.