Calcium phosphate (CaPh) coatings are considered promising surface treatments for Mg-based implants. Normally, the phase conversion process of CaPh compounds occurs during immersion in simulated body fluid (SBF) and allows the easy penetration of a corrosive medium. To solve the issue, pre-treatment is often performed, creating an effective barrier that further improves the corrosion resistance of the underlying Mg. In the present work three pre-treatments including hydrothermal treatment, anodization, and plasma electrolytic oxidation (PEO) were performed on pure Mg prior to CaPh deposition. Results indicated that the composition, morphology, and thickness of the CaPh coatings were strongly influenced by the pre-treatments. Dicalcium phosphate dihydrate (DCPD) was formed on PEO surface, whilst DCPD and hydroxyapatite (HA) were deposited on hydrothermally prepared and anodized surfaces. HA could be deposited on the studied samples during immersion in SBF. The electrochemical impedance spectrum indicated that CaPh coating combined with PEO pre-treatment had the highest corrosion resistance at 120 h due to the superior barrier properties conferred by the PEO layer.