For corrosion protection of carbon steel in a marine environment, cold arc thermal spray coating was applied to the surface with Al and Al-Mg alloy wires. The surface hardness of Al and Al-Mg thermal spray coatings increased with Mg content. And the various electrochemical experiments were carried out to evaluate corrosion damage characteristics of the thermal spray coating layers. The Al and Al-Mg thermal spray coating layers presented negative potentials compared to carbon steel in corrosion potential measurements. And an anodic polarization experiment revealed a tendency of activation polarization with no passivation. Furthermore, the corrosion damage of the thermal spray coating layer in galvanostatic experiment was observed mainly at the defect area, and the Al-3Mg thermal spray coating layer presented less surface damages than others. In addition, the Al-3Mg thermal spray coating layer showed the lowest corrosion rate while having a sufficient driving voltage for cathodic corrosion protection. Therefore, it is an optimal thermal spray material for sacrificial anode.