In the present study, corrosion‐protective microarc oxidation (MAO) coatings were prepared on AZ31B, AZ80, and ZK60 cast magnesium alloy substrates in an alkaline silicate electrolyte. The corrosion performances of the uncoated and MAO‐coated alloys were investigated using electrochemical and salt spray chamber corrosion tests. The microstructure characterization and experimental results show that among the three alloys studied, the ZK60 Mg alloy exhibited the best and AZ31B the least corrosion resistance under the salt spray conditions. The MAO coating provided robust corrosion protection of the Mg substrates and resulted in a significant decrease in the corrosion rate of the alloys by 3–4 orders of magnitude. The MAO coating on ZK60 alloy showed better corrosion protectiveness than that on the AZ series alloys due to the incorporation of different alloying elements in the coating, especially the Zn and Al elements, which are from the Mg substrate. The corrosion performances and mechanisms of the uncoated and MAO‐coated Mg alloys are interpreted in terms of the microstructure and phase/chemical compositions of both the substrates and coatings.