Deposition behavior of Al-Si particles coated on magnesium alloy by Supersonic Particles Deposition (SPD) was investigated by numerical stimulation. The results demonstrated that critical velocity for Al-Si particle to deposit successfully on ZM5 magnesium alloy was about 700m/s; At collision interface, the temperature gradient increased, effective plastic strain change suddenly and stress reduce rapidly to zero. The compression ratio of deposited particles increased. Contacting area at interface enlarged with particle initial velocity increasing. Meanwhile, experimental observation of surface and cross-section morphology of Al-Si coating on magnesium alloy exhibited that, intact particles, fragmented particles and fine particles co-existed in the coating. And the coating was formed by mechanical bonding and metallurgical bonding.