Till now, the novel Mg alloys acting as the medical materials have drawn much attention, due to their spontaneous degradability, favorable mechanical properties and the excellent biocompatibilities. Unfortunately, they were inevitably affected by flow erosion, corrosion fatigue, stress-interaction and dynamic wear under the human body conditions, leading to significant mechanical-performance attenuation and premature fracture failure. Thus, how to explore and obtain the biomedical Mg-based alloys with controllable degradation rate and suitable biocompatibility was the key issue. Surface modification is a typical method to improve the corrosion resistance. It can isolate the Mg-matrix from the electrolyte by establishing the corrosion barrier without changing the microstructure characteristics. Also, it can change the layer structure and further enhance the degradation behaviors and biological activities of biomedical Mg alloys. In this text, the latest research progresses of surface modification for Mg alloys were reviewed, and the formation mechanism, film layer features as well as the rupture mechanism of conversion coatings were revealed. Besides, the interaction roles of Mg-matrix/modified-layer and modified-layer/electrolyte were analyzed through the comparison of film-layer structure, morphology and the establishment of degradation rates for various modified Mg alloys. Moreover, the internal relationships between the biological biocompatibilities and degradation rates in different corrosive conditions were deeply explored. Finally, the problems of surface modification on biomedical Mg alloys were proposed and the future development directions were prospected.