The epoxy adhesive-galvanized steel adhesive structure has been widely used in various industrial fields, but achieving high bonding strength and corrosion resistance is a challenge. This study examined the impact of surface oxides on the interfacial bonding performance of two types of galvanized steel with Zn–Al or Zn–Al–Mg coatings. Scanning electron microscopy and X-ray photoelectron spectroscopy analysis showed that the Zn–Al coating was covered by ZnO and Al₂O₃, while MgO was additionally found on the Zn–Al–Mg coating. Both coatings exhibited excellent adhesion in dry environments, but after 21 days of water soaking, the Zn–Al–Mg joint demonstrated better corrosion resistance than the Zn–Al joint. Numerical simulations revealed that metallic oxides of ZnO, Al₂O₃, and MgO had different adsorption preferences for the main components of the adhesive. The adhesion stress at the coating–adhesive interface was mainly due to hydrogen bonds and ionic interactions, and the theoretical adhesion stress of MgO adhesive system was higher than that of ZnO and Al₂O₃. The corrosion resistance of the Zn–Al–Mg adhesive interface was mainly due to the stronger corrosion resistance of the coating itself, and the lower water-related hydrogen bond content at the MgO adhesive interface. Understanding these bonding mechanisms can lead to the development of improved adhesive-galvanized steel structures with enhanced corrosion resistance.