Mg alloys are expected to be used in fields of the transportation industry because of their lightweight property, however, they show low corrosion resistance. To improve the corrosion resistance, preparation of the protective film on Mg alloys is essential. In this study, composite hydroxide films were prepared on three types of Mg alloys with different aluminum contents—that is, AZ31, AZ61, and AZ91D—by steam coating to investigate the relationship between the Mg-Al layered double hydroxide (LDH) content in the film and the Al content in the Mg alloys. Scanning electron microscopy (SEM) observation demonstrated that films were formed densely on all Mg alloy surfaces. X-ray diffraction (XRD) analyses revealed that all films prepared on AZ61 and AZ91D were composed of Mg(OH)2, AlOOH, and Mg-Al LDH, while the film containing Mg(OH)2 and Mg-Al LDH were formed only on AZ31. The Mg-Al LDH content in the film prepared on AZ61 was relatively higher than those prepared on AZ31 and AZ91D. The content of AlOOH in the film increased with an increase in the Al content in the Mg alloys. The film thickness changed depending on the treatment time and type of Mg alloy. Polarization curve measurements in 5 mass% NaCl solution demonstrated that the film prepared on the AZ61 showed complete passive behavior within the potential range of −1.0 to −0.64 V. In addition, immersion tests in 5 mass% NaCl aqueous solution for 480 h demonstrated that the film on the AZ61 had superior durability against 5 mass% NaCl aqueous solution. These results indicated that the film on the AZ61 had the most superior corrosion resistance among all samples. The results obtained in this study suggest that the LDH content in the film could be related to the corrosion resistance of the film.