Magnesium alloys have been widely applied in many fields, because of their high strength-to-weight ratio. However, magnesium alloys have high chemical activity and are easily corroded. The poor corrosion resistance of magnesium alloys greatly limits its further application. In this paper, the zinc phosphate conversion coatings were prepared on the surface of AZ91D magnesium alloys. Nano-zinc oxide was the source of zinc and the zinc phosphate conversion coatings were prepared by the given process: 1.25 g/L NaNO3, 3 g/L C6H8O7 H2O, 2.5 g/L NaF, 5.5 g/L ZnO, 12.5 mL/L H3PO4, reaction temperature 50°C, reaction for 30 minutes. The full immersion uniform corrosion test was conducted for the fabricated coatings. The morphology and composition of corrosion in different corrosion stages were characterized by XRD, SEM and other microscopies. The results showed that: (1) the corrosion process of the conversion coatings could be divided into three stages: the dissolution of the conversion coatings, the corrosion of the matrix and the deposition of insoluble matter; (2) XRD analysis and other methods found that the pine-needle magnesium oxychloride compounds were formed in the process of immersion firstly, and it was dissolved into Mg(OH)2 over time; (3) With the extension of immersion time, Mg(OH)2 increased continuously and played a major role in corrosion prevention. The deposited Mg(OH)2 was divided into two layers. In the initial deposition stage, it was mainly evenly dispersed on the surface of the alloy to form a tightly arranged inner layer. Afterwards, the crystals of Mg(OH)2 agglomerated and formed a sphere, becoming the outer layers.