Aluminum spray coating was applied onto AZ91D magnesium alloy. The effects of post heat treatment on the interfacial characteristics, especially the diffusion kinetics of magnesium and aluminum atoms across the interface were studied in this paper. It was observed that there was an obvious interface between the aluminum coating and the magnesium alloy substrate. It was found that post heat treatment could reduce the number of pores existed in the aluminum coating. The post heat treatment resulted in not only the change in the composition and microstructure of the aluminum coating, but also the improved metallurgical bonding between the coating and the substrate.