Mega Bloks are generally fully compatible with LEGO. Mini Mega Bloks are compatible with LEGO's Duplo and standard blocks and their maxi blocks are compatible with Duplo.
While they are compatible, some criticisms state that Mega Bloks are a lower quality brand compared to LEGO. Due to the lower quality, inconsistencies are present in Mega Bloks studs and holes which do not always allow proper compatibility with LEGO. Compatibility works best when the bricks are layered directly on top of each other opposed to in 3D built models. LEGO is considered a more durable product, but Mega Bloks are much less expensive.