Plasma electrolytic layers on AZ31 provide an efficient corrosion protection. However, the process‐related pores and holes are weak points in view of risk of corrosion. The incorporation of a small amount of nano‐sized inhibitor‐loaded zeolite particles leads to a significant improvement of the corrosion resistance. The study shows that the inhibitor‐loaded particles can be incorporated directly during plasmaelectrolytic oxidation in a one‐step‐process. The risk of pitting corrosion decreases in comparison with inhibitor free anodized layers and the cerium inhibitor was found to deposit directly inside pits.