A Mg-11Gd-1Y-0.5Zn(wt%) alloy was coated by different micro-arc oxidation (MAO) processes, and the coating structure and corrosion resistance of the alloy were studied by scanning electron microscopy (SEM), glancing angle X-ray diffraction (GAXRD) and various electrochemical methods. The micro-arc oxidation process used for the alloy consists of 3 stages, corresponding with different coating structures. In the initial stage, the coating thickness is linearly increased and controlled by electrochemical polarization. In the second stage, the coating is mainly inward growth and accords with parabolic regularity. In the third stage, the loose coating is formed and controlled by local arc light. The loose coating is mainly composed of MgSiO3 and the compact coating is mainly of MgO. From the stage of micro-arc oxidation to that of local arc light, the corrosion resistance of the coated alloy is firstly increased and then decreased. The satisfied corrosion resistance corresponds to the coating time ranging from 7 to12 min.