Aluminium plate was cladded to magnesium alloy plate by using the explosive welding. The bonding morphology and composition of the explosive cladding plate was inspected by SEM and EDS. There is a wave bonding at the interface between aluminum plate and magnesium alloy plate. Then ceramic coatings were directly prepared on the surface of aluminum and magnesium alloy by micro-arc oxidation (MAO) in the same solution and at the same time. The microstructure and composition of MAO coatings were studies by SEM and EDS. The corrosion and wear resistance of MAO coatings on the two sides of the clad plate were investigated by salt spray tests and friction-wear test. The results show that the MAO coating on the Al surface consists of Al, O and Si elements, while MAO coating on the Mg surface consists of Mg, O and Si elements. The corrosion resistance of MAO coating on the Al surface was better than that on Mg surface of the explosive clad plate. The MAO coatings both on the Al surface and on the Mg surface can obviously improve the wear resistance of substrate.