Magnesium alloys, because of their excellent strength-to-weight ratio, are increasingly used in many industries. When used in external elements, the key factor is to provide adequate anticorrosion protection. High-temperature, cured-powder coatings are widely used to protect most metals, but their use on magnesium alloys is difficult as a result of the instability of the magnesium substrate at elevated temperatures. Another problem is ensuring the proper adhesion of the organic coating to the magnesium substrate. This paper presents the procedure for the synthesis of a duplex coating on AZ91 magnesium alloy. The topcoat was a powder coating based on acrylic resin, the main ingredient of which was glycidyl methacrylate. Because of the presence of epoxy groups, the coating was cured using ultraviolet (UV) radiation (low-temperature technology). The conversion subcoating was produced by plasma electrolytic oxidation (PEO) in an alkaline silicate electrolyte. The synthesized coating system was tested, among others, for microscopic (SEM), adhesive (mesh of cuts), and anticorrosion (EIS). The duplex PEO/UV-curable powder coating showed very good adhesion to the metal and increased the anticorrosion properties of the magnesium substrate, compared to the powder coating produced directly on the magnesium alloy and on an alternative conversion coating (synthesized in the process of chemical zircon phosphating).