The composite coatings on AZ31 magnesium alloy substrate were prepared by micro-arc oxidation (MAO) technique in sodium phosphate electrolyte. The effects of positive voltage on phase composition of different-thickness MAO films were investigated. Grain size, d-spacing and residual stresses were calculated based on systematical XRD class study. Results reveal that the diffraction peak intensity, phases and crystallinity of different-depth are different and the grain size of Mg3(PO4)2 (200) peak becomes bigger with increasing the positive voltage. Even preparing the film under the same voltage, the grain sizes of the same crystal orientation at different depths are still different, decreasing with reducing the depth from the surface of thin films, while the d-spacing has the same tendency. Residual stresses attributed to the MgO constituent of the coatings were calculated to be tensile. With the increase of the applied voltages, stress values are decreased sharply.