Plasma electrolytic oxidation (PEO) coatings were produced on AZ31 magnesium alloy in a phosphate-based electrolyte with current density varying from 5 to 20 A dm⁻². The influences of the current density on the PEO process and resulting coating characteristics were discussed. The coating morphology and phase composition were studied by scanning electron microscopy and X-ray diffraction technique, respectively. The corrosion performance of the coatings was evaluated in 3.5 wt-% NaCl solution using potentiodynamic polarisation scans. The electrochemical corrosion results proved that the coating produced at current density of 10 A dm⁻² shows the best corrosion resistance. The tribological test suggested that the ceramic coating produced at 10 A dm⁻² exhibited the most superior wear resistance.