The preparation possibility of the calcium phosphate (Ca-P) bioceramic coating on AZ31 magnesium alloy treated by pre-calcification (pre-Ca) and the anodized oxidation process in Hank’s solutions and a mixed solution of Ca(NO3)2 and NH4H2PO4 (Ca-P solution) was investigated. The chemical composition and phase composition of the coating were analyzed by EDS and XRD. Results indicate that any coating on the AZ31 alloy treated by the above two pre-treatments could not be obtained in Hank’s solutions, whereas Ca-P coatings on the same substrates were acquired after the alloys were immersed in Ca-P solutions for 48 h. It was confirmed that this coating consisted of Brushite (CaHPO4·2H2O) and minor Ca(H2PO4)2. Ca nucleation site appeared on the surface of AZ31 alloy after pre-Ca treatment, and the deposited coatings in Ca-P solutions were uniform and compact. They were composed of flake-like crystals with 20~50 μm length and width, which interlaced each other. On the contrary, the coatings on the alloy treated by anodized oxidation in Ca-P solutions were leaf-like and not compact.