Dense cerium conversion coating was prepared on the surface of Mg-9.95Li alloy by immersing Mg-9.95Li alloy in cerium nitrate solution which added H2O2 and citric acid. The chemical composition and morphologies of conversion coatings were characterized by X-ray photoelectron spectroscopy(XPS) and scanning electron microscopy(SEM). Electrochemical measurements(electrochemical impedance spectroscopy, polarization curves, open circuit potential) were used to analyze the anticorrosion properties of the conversion coatings. The results indicate that the conversion coating mainly composed of CeO2 and Ce(OH)4 cross-linked by citric acid, then make the conversion coating more dense and uniform. The dense cerium conversion coatings have better anticorrosion properties to Mg-9.95Li alloy. The electrochemical impedance was reached 104 Ω?cm2, and the corrosion current density was only 8.86×10-6 A?cm-2, which reduce two orders than that of Mg-9.95Li alloy.