Silicene is a monolayer of Si atoms in a two-dimensional honeycomb lattice, being expected to be compatible with current Si-based nanoelectronics. The behavior of silicene is strongly influenced by the substrate. In this context, its structural and electronic properties on MgX2 (X = Cl, Br, and I) have been investigated using first-principles calculations. Different locations of the Si atoms are found to be energetically degenerate because of the weak van der Waals interaction with the substrates. The Si buckling height is below 0.55 Å, which is close to the value of free-standing silicene (0.49 Å). Importantly, the Dirac cone of silicene is well preserved on MgX2 (located slightly above the Fermi level), and the band gaps induced by the substrate are less than 0.1 eV. Application of an external electric field and stacking can be used to increase the band gap.