The method of hybrid coating formation on the surface of a bioresorbable wrought magnesium alloy and magnesium obtained by additive technology was proposed. Plasma electrolytic oxidation (PEO) with subsequent treatment of the material using an organic biocompatible corrosion inhibitor and a bioresorbable polymer material was used to obtain the protective layers. The optimal method of surface treatment was suggested. Using SEM/EDX analysis, XRD, XPS, and confocal Raman microspectroscopy, the composition of the formed surface layers was determined. The corrosion protection performance of the formed coatings was studied by potentiodynamic polarization and electrochemical impedance spectroscopy techniques in 0.9 wt.% NaCl and HBSS. Hydrogen evolution and mass loss tests were performed to study the corrosion rate of samples with different types of protective coatings. Sealing the pores of PEO coating with a polymeric material contributes to a significant reduction in the amount of the inhibitor diffusing into a corrosive medium. The best barrier properties were established for the hybrid coating formed with a one-stage application of benzotriazole and polycaprolactone. Such layers reduce the rate of alloy degradation due to active protection.