Chemically and mechanically protective oxide film was formed on Mg alloys using micro-arc oxidation (MAO) methods. Further modification of the obtained MAO surfaces was made in various aspects and the processes thereof were described. Firstly, the protection is enhanced by forming super-hydrophobic surfaces, with water contact angle higher than 140°, attributed to hierarchical nano-micro structures. Secondly, the electrical property of the MAO surfaces is modified. A film with sheet resistance as low as 0.05 Ω/sq is achieved by electro-less Ni deposition on MAO surfaces. Thirdly, black colors are achieved by the sol-gel process on MAO samples.