Sol-gel technique was used to prepare Ca₁₀ (PO₄)₆(OH)₂ (HA) coating on Microarc oxidation (MAO) coated Mg alloy to improve its corrosion resistance in simulated body fluid (SBF). The microstructure and phase composition of the coating samples were analyzed using scanning electron microscopy (SEM) and X-ray diffraction (XRD). The hardness and adhesion strength of the coating were investigated by micro-hardness tester and scratch tester. The results show that HA was detected in the MAO and sol-gel/MAO composite coating, and the critical load of the MAO and sol-gel/MAO coatings were about 3.8N and 8.3N, respectively. In order to probe the corrosion behavior of sol-gel/MAO HA coating on magnesium alloy, global and local corrosion characteristics were both evaluated. Potentiodynamic polarization (PDP) and electrochemical impedance spectroscopy (EIS) were used to evaluate the global corrosion behavior of these coatings in SBF. Scanning vibrating electrode technique (SVET) and local electrochemical impedance spectroscopy (LEIS) were applied to evaluate the potential distribution and impedance differences among the different zones. The global measurements show that the sol-gel/MAO coating has much better corrosion resistance than MAO coating, resulting from the fact that sol-gel coating sealed the pores produced in the MAO process. In SVET measurement, the coating area has much lower current density than the artificial scratch. The corrosion current density in the scratch of the sample decreases until 3h immersion, and then the value increases when the immersion time reaches 6h. The impedance value from LEIS has the opposite trend with the current density, which is consistent with the result of SVET. The artificial defect influenced the corrosion behavior of the coatings significantly. The post-corrosion microstructures of the samples have the consistent results with local corrosion performance. A phenomenological model for the mechanism of the localized corrosion of sol-gel/MAO composite coating on magnesium alloy was proposed.