The regulation of ceramic coating formed by micro-arc oxidation on Mg-3Nd-0.2Zn-0.4Zr(wt%) magnesium alloys has been investigated by SEM and XRD. The relation of phase structure and corrosion resistance of MgO coating formed by micro-arc oxidation in different growth stages has been analyzed. The results have shown that in the initial stages of micro-arc oxidation, the growth of coating accords with linear regularity, which is the stage of anodic oxidation controlled by electrochemical polarization. With elongated treated time and increased thickness of the coating, the growth of coating accords with parabolic and linear regularity, which is the stage of micro-arc oxidation. In the stage of local arc light, the slope of parabola and thickness of loose coating increases so that the growth rate enhances. The phase structure of loose coating is mainly composed of MgSiO3 and the phase structure of compact ceramic coating is mainly composed of MgO. From the stage of micro-arc oxidation to local arc light, corrosion resistance of coating firstly increase and then decrease. The satisfied corrosion resistance corresponds to the coating time ranging from 7 to15minutes.The addition of rare earth elements in the magnesium alloy reduces the amount of smooth areas on ceramic surface. So the ceramic coating becomes more compact and smooth. The rare earth elements don’t form independent phases in ceramic coating but affect the relative proportion of constitution phases, resulting in the reduction of intermixed magnesium phase and the increase of the MgO and MgSiO3 phases.