The main aim of this paper is to prove that the maximal operator of Marcinkiewicz-Fejér means of double Fourier series with respect to the Walsh-Kaczmarz system is bounded from the dyadic Hardy-Lorentz space Hpq into Lorentz space Lpq for every p > 2/3 and 0 < q ≦ ∞. As a consequence, we obtain the a.e. convergence of Marcinkiewicz-Fejér means of double Fourier series with respect to the Walsh-Kaczmarz system. That is, σn ( f, x1 , x2 ) → ( x1 , x2 ) a.e. as n → ∞.