The key to manufacturing magnesium-based alloys that are suitable as biodegradable orthopaedic implants is how to adjust their degradation rates and mechanical integrity in the physiological environment. In this study, to solve this challenge, a soluble Ca-deficient hydroxyapatite (Ca-def HA) coating was deposited on an Mg–Zn–Ca alloy substrate by pulse eletrodeposition. This deposition can be demonstrated by X-ray diffractometry and energy dispersion spectroscopy analyses, and the Ca/P atomic ratio of as-deposited coating is about 1.33 (within the range from 1.33 to 1.65). By regulating the appropriate pulse amplitude and width, the Ca-def HA coating shows better adhesion to Mg–Zn–Ca alloy, whose lap shear strength is increased to 41.8 ± 2.7 MPa. Potentiodynamic polarization results in Kokubo’s simulated body fluid (SBF) indicate that the corrosion potential of Mg alloy increases from −1645 to −1414 mV, while the corrosion current density decreases from 110 to 25 μA/cm 2, which illustrates that the Ca-def HA coating improves the substrate corrosion resistance significantly. Since orthopaedic implants generally serve under conditions of stress corrosion, the mechanical integrity of the Mg–Zn–Ca alloy was measured using the slow strain rate tensile (SSRT) testing technique in SBF. The SSRT results show that the ultimate tensile strength and time of fracture for the coated Mg–Zn–Ca alloy are higher than those of the uncoated one, which is beneficial in supporting fractured bone for a longer time. Thus Mg–Zn–Ca alloy coated with Ca-def HA is be a promising candidate for biodegradable orthopaedic implants, and is worthwhile to further investigate the in vivo degradation behavior.