TiN and CrN coatings were deposited with magnetron sputtering on magnesium alloy AZ 31 hp. Magnesium oxide and metallic interlayers were used to improve the corrosion resistance of the compound. The magnesium oxide was produced by plasma chemical oxidation process. Polarization curves were recorded and the free corrosion potential was measured to test the corrosion resistance of all samples. The results were compared with uncoated Mg AZ31 alloy. The investigations showed that the corrosion resistance can be improved by the PVD coatings. Thick CrN coatings with Cr interlayer exhibited the best results. The protection with the magnesium oxide layer was insufficient up to now. Here, the etching before plasma chemical oxidation process should be improved.