Self-healing coatings have been developed as smart surface coatings for Mg and its alloys to retain local corrosion from the coating damages. In this study, we prepared dicalcium phosphate dihydrate (DCPD) coating on biomedical Mg, and found that the artificial scratches in DCPD coating can be efficiently sealed by anti-corrosive products in both Hank's and normal saline (NS) solutions. Besides, the in-depth study revealed that DCPD was served as not only a physical barrier but also a self-healing agent, demonstrating an autonomous self-healing coating without embedded extra corrosion inhibitors. Moreover, Hank's solution provided foreign-aid film-forming ions to promote self-healing behavior. The findings might offer new opportunities for further studies and applications of efficient self-healing coatings on biodegradable Mg implants.