Diatomic polar molecules are one of the most promising platforms of quantum computing due to their rich internal states and large electric dipole moments. Here, we propose entangling rotational states of MgF molecules in an optical tweezer array via strong electric dipole-dipole interactions. We employ two rotational states with the projection quantum number of the total angular momentum MF = 0 to maximize the dipole-dipole interaction with a given separation distance. The splitting of 1.27 kHz between two entangled states is predicted for MgF molecules separated by 1 μm. The resolution of the entangled states can be achieved in a magic optical potential where the rotational states have the same trap frequencies. The magic potential can be formed by tuning the angle between the molecules' quantization axis and the linear polarization of trapping light to a "magic angle". We calculate the magic angle for MgF molecules under reasonable experimental conditions and obtain that the trap frequencies of the two involved states can be matched within a few 10s of Hz. By establishing an entanglement scheme for the molecules, our results provide a first step towards quantum computing using MgF molecules.