In this study, corrosion and stress corrosion behaviors of AZ31, AZ61, and AZ91 magnesium alloys coated with aluminum by the electric arc spray method were investigated in 3.5 wt.% NaCl solution. Structural properties of coated materials were investigated by scanning electron microscopy (SEM), energy dispersive X‐ray analysis, and X‐ray diffraction. Electrochemical properties were determined using the potentiodynamic polarization method in 3.5 wt.% NaCl solution. Potentiodynamic polarization curves showed that corrosion current density values did not change with coating in aluminum‐coated samples by the electric arc spray method. In contrast, corrosion potential value increased toward positive values. Slow strain rate test (SSRT) was used to determine the stress corrosion behavior and stress corrosion indexes (ISCC), ultimate tensile strength (UTS), and elongation of AZ31, AZ61, and AZ91 magnesium (Mg) alloys were determined. As a result of the SSRT, the aluminum coating process decreased significantly the stress corrosion indexes of AZ31, AZ61, and AZ91 Mg alloys. The fracture of surface images was also examined in the SEM, and both intergranular and transgranular stress corrosion cracking were observed in all three alloys.