The surface quality of hot-dipping Zn-Al-Mg coatings was significantly influenced by the composition of fluxes. In this study, five different fluxes were chosen and named as F1 (ZnCl2, NH4Cl), F2 (ZnCl2, NaF), F3 (ZnCl2, NH4Cl, KCl), F4 (ZnCl2, NH4Cl, KCl, SnCl2, HCl), and F5 (ZnCl2, NH4Cl, KCl, BiCl3, HCl). Using the sessile drop method, the influence of different fluxes on the wettability between the liquid Zn-Al-Mg alloy and the steel substrate was elucidated. The results showed that: when the flux composition is ZnCl2-NH4Cl-KCl-BiCl3-HCl, a uniform and dense salt film with a protective effect can be formed on the steel substrate, which prevents the oxidation of the steel substrate and removes the harmful reaction products during hot-dipping. By reducing the solid–liquid interface energy, increasing the work of adhesion between the liquid Zn-6Al-3Mg alloy and steel substrate, and shortening the interface reaction time, the strongest wetting effect between the liquid Zn-6Al-3Mg alloy and the steel substrate was achieved. The coating surface quality was the highest after using the F5 flux. Finally, the mechanism of the assistant plating is discussed.