A variety of surface modification methods are applied to modify titanium implants to improve their biological activity. Micro-arc oxidation (MAO) can relatively simply and efficiently produce porous coatings with high bioactivity and bond strength on titanium surfaces. However, there is no conclusion about the effect of coatings with different pore sizes produced by MAO on bone marrow mesenchymal stem cells (BMSCs). To study the effect of different pore sizes on BMSCs, rat BMSCs were applied to detect the effect of different pore sizes prepared by MAO on cell adhesion and osteogenic differentiation. Three groups of coatings with different pore sizes were successfully prepared, and the pore size was within the range of 3–10 µm. Importantly, the expression of adhesion-related protein integrin β1 and osteogenic-related proteins OSX and ALP increased along with the increase in pore size. This study showed that the porous coating prepared by MAO promotes BMSCs adhesion and osteogenic differentiation. It reveals that the pore size is in the range of 3–10 µm and the larger pores are more beneficial for BMSCs adhesion and osteogenic differentiation. This study is instructive for optimizing the design of biomedical implant surfaces.