Since the development of the first MgB2 tapes, ASG Superconductors started an R&D activity aimed to produce magnets using the MgB2 conductor. Reacted & wound magnesium diboride double pancake coils were designed, manufactured (using industrial equipment) and tested, in a cryogen free apparatus, by ASG Superconductors. Each double pancake coil was produced by winding a single length of MgB2, 1600 m long, multifilamentary stabilized tape. The successful achievement of the tests allowed us to produce and test the first coil made with 6 single double pancakes, then the second coil and finally the completion of a cryogen free magnet for MRI application. This paper reports, the main features of the coil design and construction, the magnet and the test results.