The invention discloses a method for establishing a metal-organic framework composite coating on the surface of magnesium metal. The method includes the main steps that A, a magnesium metal sheet is ground and polished, then ultrasonic cleaning is conducted and afterwards vacuum drying is performed; B, the magnesium sheet is put into a 2-4mol/L NaOH solution of 55-65 DEG C to be soaked for 10-14h, and accordingly an alkali-activated magnesium metal sheet is obtained; C, an HEDP solution with the concentration being 0.4-0.6g/L is prepared, and then the pH is adjusted to 7-8; D, deionized water and absolute ethyl alcohol are prepared into mixed solvent according to the volume ratio of 0.8-1.2:1, and then zirconium ions are dissolved into the mixed solvent to obtain a zirconium ion solution with the concentration being 0.8-1.2mmol/L; E, the magnesium sheet obtained in the step B is put into the HEDP solution obtained in the step C, and soaking is conducted for 8-12h under the temperature condition of 55-65 DEG C; F, the magnesium sheet is deposited in the zirconium ion solution for 10-30s; G, the magnesium sheet is deposited in the HEDP solution for 3-5min; and H, operation in the steps F and G is repeated for 4-6 times and accordingly the metal-organic framework composite coating can be obtained. The metal-organic framework composite coating prepared through the method is good in coating/substrate binding force, the coating is thin and compact, the corrosion rate of magnesium can be well controlled and the bone compatibility is good.