As biodegradable medical implants, magnesium alloys have attracted great concerns due to their desirable biological and mechanical performances. Nevertheless, the overfast degradation rate of magnesium alloys makes it difficult to make full use of their potential in medical sciences. Therefore, it is a hot issue to control the degradation rate and functionalize the magnesium alloys via surface modifications. Herein, methacrylate gelatin (GelMA) hydrogel was adopted as coatings on the surface of WE43 magnesium alloys to control the degradation behaviors of magnesium alloys. Inspired by mussels, dopamine (DOPA) hydrochloride was adopted to modify GelMA to further functionalize the coatings. The compositions, swelling properties, degradation behaviors, and morphologies of samples were characterized by UV-Vis spectrophotometer, nuclear magnetic resonance (NMR), Fourier transform infrared spectroscopy (FTIR), scanning electron microscope (SEM), and immersion test. It was shown that GelMA-DOPA composites could be obtained and the swelling and degradation behaviors of magnesium alloys could be controlled by adjusting the compositions of GelMA and DOPA. Furthermore, the GelMA-DOPA hydrogel coatings can be tightly bonded to the Mg alloys.