Aluminum arc spray process was employed to form an aluminum coating on AZ31 magnesium alloy substrate. Anti-corrosion property of the Al-coated specimens was evaluated by salt immersion tests and electrochemical tests. There was no apparent inter-layer diffusion or compound layer formation between the aluminum coating and the substrate under as-sprayed condition. To improve the density of the coating and the bonding strength between the coating and the substrate, a heat treatment process was conducted after spraying to form an interlayer by metallurgic diffusion. The interlayer consisted of large primary crystal Mg17Al12 phase and minute lamella structure that consisted of Mg17Al12 and α-Mg. The hardness of both the aluminum coating and the interlayer are higher than that of the substrate. In electrochemical experiments, the corrosion current density decreased from 2.4×10-1mA/cm2 of AZ31 to 7.1×10-3mA/cm2 of heat-treated specimen. It suggests that the corrosion resistance of AZ31 can be greatly improved by aluminum arc spray with a following heat treatment process.