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This paper introduces MGX, a near-zero overhead memory protection scheme for hardware accelerators. MGX minimizes the performance overhead of off-chip memory encryption and integrity verification by exploiting the application-specific properties of the accelerator execution. In particular, accelerators tend to explicitly manage data movement between on-chip and off-chip memories. Therefore, the general memory access pattern of an accelerator can largely be determined for a given application. Exploiting these characteristics, MGX generates version numbers used in memory encryption and integrity verification using on-chip accelerator state rather than storing them in the off-chip memory; it also customizes the granularity of the memory protection to match the granularity used by the accelerator. To demonstrate the efficacy of MGX, we present an in-depth study of MGX for DNN and graph algorithms. Experimental results show that on average, MGX lowers the performance overhead of memory protection from 28% and 33% to 4% and 5% for DNN and graph processing accelerators in a wide range of benchmarks, respectively.