Put digit 1 in the middle of the top row. Put the digits 2 up to n (= length of the square) each time one cell diagonal up and to the right. Put digit n+1 below digit n. Put the digits n+2 up to 2n each time one cell diagonal up and to the right. Put digit 2n+1 below digit 2n. Etcetera ...

3x3 magic square 

You can use this method to construct magic squares of odd order from 3x3 to infinite and you get a symmetric (but not pan)magic square.