A hydrid coating composed of dicalcium phosphate dihydrate (DCPD) and poly(lactic-co-glycolic acid) (PLGA) is prepared on AZ31 Mg alloy to control the corrosion resistance. The DCPD coating is deposited on the AZ31 substrate by electrochemical deposition and subsequently covered by the PLGA coating. Potentiodynamic and electrochemical impedance spectroscopy (EIS) tests conducted in simulated body fluid at 37 °C indicate that the corrosion resistance of the AZ31 is improved significantly by this hybrid coating. The deposition time influences the morphology and structure of the DCPD coating and consequently affects the corrosion resistance of both the DCPD and DCPD/PLGA coated samples.