Wrought Mg alloys have attracted increasing attention for automotive applications due to their homogeneous microstructure and enhanced mechanical properties compared to as-cast alloys. However, in real service conditions, Mg structural components are susceptible to early failures due to the synergistic effects of corrosion and mechanical loading, which severely hinder their high penetration in the automotive industry. Therefore, the corrosion protection of Mg structural components is of crucial importance. In this work, AZ80 and ZK60 Mg alloys were forged under different temperatures, and then treated with micro-arc oxidation (MAO) and micro-arc composite coating (MCC) which is the MAO plus E-powder coating. The effects of forging processing parameters on the microstructure and corrosion properties of the alloys were analyzed, and the corrosion performances of the MAO-, MCC-coated Mg alloys were characterized through salt spray corrosion test. Experimental results demonstrated that the MCC coating provided robust corrosion protection for the wrought Mg alloys.