The influence of stress state on the drivers of non-classical twin nucleation in three-point bending of Magnesium alloy AZ31 is presented in this study. Deformed microstructures and textures at the tensile and, for the first time, shear regions are investigated in detail. The experimental observations coupled with the strain-gradient crystal plasticity analyses show that the shear nucleates more twins compared to the tensile and compressive stress-states at near yield-point. Stored energy density provides mechanistic insight into the local drivers of non-classical twin nucleation observed in the shear stress-state region. Further, the twin variant selection follows the locally stored shear energy density criterion, as opposed to the twin resolved shear stress, indicating that their nucleation is driven by local energy and defect sources.