Using the Penning trap mass spectrometer TITAN, we performed the first direct mass measurements of 20,21Mg, isotopes that are the most proton-rich members of the A = 20 and A = 21 isospin multiplets. These measurements were possible through the use of a unique ion-guide laser ion source, a development that suppressed isobaric contamination by six orders of magnitude. Compared to the latest atomic mass evaluation, we find that the mass of 21Mg is in good agreement but that the mass of 20Mg deviates by 3{sigma}. These measurements reduce the uncertainties in the masses of 20,21Mg by 15 and 22 times, respectively, resulting in a significant departure from the expected behavior of the isobaric multiplet mass equation in both the A = 20 and A = 21 multiplets. This presents a challenge to shell model calculations using either the isospin non-conserving USDA/B Hamiltonians or isospin non-conserving interactions based on chiral two- and three-nucleon forces.