Micro-arc oxidation (MAO) coatings were obtained from an AZ91D magnesium alloy at different oxidation times (5, 10, 15, and 20 min), using a zirconium salt electrolyte system, with (NH4)2ZrF6 as the main salt. The morphology of the coatings was studied using a scanning electron microscope (SEM) and confocal laser scanning microscopy (CLSM). Energy dispersive spectrometry (EDS), X-ray diffractometry (XRD), and X-ray photoelectron spectroscopy (XPS) were employed to determine the type of element and the composition of its phase. The potentiodynamic polarization curve (PDP) was applied to illustrate the corrosion resistance of the coatings. We found the coatings had minor porosity and the best compactness when the MAO treatment time was 10 min. The coatings mainly comprised MgO, ZrO2, MgF2, and Zr3O2F8 phases and amorphous magnesium phosphate. Among the MAO coatings prepared in this experiment, the 10 min coating had the lowest corrosion current density (Icorr), and the Icorr was 4.864 × 10−8 A/cm2, which was three orders of magnitude lower than the uncoated AZ91D magnesium alloy.