•The number of through-pores in the coating determines the anodized Mg corrosivity.•The Mg dissolution in the through-pores is a time dependent multi-reaction process.•A more stable substrate alloy has a lower Mg dissolution rate in the through-pores. The corrosion of anodized Mg alloys is investigated by means of immersion, salt spray, polarization curve, AC electrochemical impedance spectroscopy (EIS), SEM and optical microscopy analyses. Based on the blocking, retarding and passivating effects of an anodized coating on corrosion of Mg alloys, a corrosion model is proposed to illustrate the corrosion reaction at the coating/substrate interface in coating through-pores. It is found that EIS can sensitively respond to the occurrence of corrosion in anodized Mg alloys and reflect the protection performance of anodized coatings, which may be used as an in situ method of monitoring corrosion for anodized Mg alloys.