Micro-arc oxidation (MAO) coatings have been successfully prepared on Mg-Li alloys by micro-arc oxidation. The structure, phase composition and anti-corrosion behavior of MAO coatings are investigated by SEM, XRD, XPS, potentiodynamic polarization and electrochemical impedance spectroscopy (EIS). SEM images indicate the MAO coatings possess two layers “dense” and “loose layer”. Plenty of micropores exist on the surface of MAO coatings. The diameter of micropores ranges from 2 to 7 mm. XRD and XPS analysis reveal that MAO coatings are mainly composed of periclase MgO and amorphous phosphate compounds. Potentiodynamic polarization and electrochemical impedance spectroscopy results show that the corrosion resistance of Mg-Li alloys has been improved obviously after MAO treatment.