The ultrasonic micro-arc oxidation (UMAO) was used to fabricate ceramic coatings on magnesium alloy. UMAO coatings were produced at 60 W input ultrasonic. The effects of the ultrasound on the microstructure, phase composition, elemental distribution and corrosion resistance of the coatings were extensively investigated by scanning electron microscopy (SEM), X-ray diffraction (XRD), energy-dispersive X-ray spectrometry (EDX) and electrochemical workstation. The results showed that ultrasound improved the homogeneous distribution of micro-porous structure. The coatings were mainly composed of MgO ceramic and small amount of calcium and phosphorus with porous structure. The Ca/P ratio of the coatings increased when 60 W ultrasonic was used. The corrosion potential in simulated body fluid (SBF) changed from -1.583 V of bare magnesium alloy to -0.353 V of magnesium alloy coated under 60 W ultrasonic. The corrosion resistance of UMAO coatings was better than that of MAO coatings.