As the lightest structural materials, magnesium (Mg) alloys play a significant role in vehicle weight reduction, aerospace, military equipment, energy saving, and emission reduction. However, the poor corrosion resistance of Mg alloys has become a bottleneck restricting its wide application. Developing a good surface protective coating can effectively improve the corrosion resistance of Mg alloys. The silane-based sol-gel coating technology has been widely used in the corrosion protection of Mg alloys in recent years due to its advantages of simple process, accessible tailoring of film composition and structure, and excellent corrosion resistance. Whereas the synthesis of sol-gel coatings includes the hydrolysis and dehydration process, which may inherently contain micron or nano defects in the coatings, thereby making it detrimental to the anti-corrosion effect. Therefore, in order to enhance their protection against corrosion, the appropriate modification of sol-gel coatings has become a current research hotspot. This review is based on the modification methods of silane-based sol-gels on the surface of Mg alloys, which are divided into four categories: bare sol-gel, nanoparticles, corrosion inhibitors, and sol-gel-based composite coatings. The modification methods and corrosion protection mechanism are discussed respectively, and the application, development, and research strategies of silane-based sol-gel coatings are included.