Incorporating MXene nanomaterials in coating is an effective strategy to fabricate anticorrosive coatings with superior corrosion resistance, depending on its characteristic structure and nature. However, it may accelerate the corrosion rate of metal once forming galvanic corrosion by direct contact with the substrate due to its high conductivity and hydrophilicity. Herein, 1H,1H,2H,2H‐perfluorodecyltrichlorosilane (PFDTS) is used to functionalize Ti3C2Tx nanosheets to obtain superhydrophobic Ti3C2Tx hybrids, which greatly enhances the hydrophobicity of Ti3C2Tx nanosheets. Then, a new strategy is designed to construct superhydrophobic Ti3C2Tx/epoxy/cerium conversion (STECC) composite coating with sandwich‐like structure, which consists of bottom cerium conversion coating, intermediate epoxy coating, and top superhydrophobic Ti3C2Tx coating layer. The underlying cerium conversion layer and intermediate epoxy coating acted as the protective coating not only improve the corrosion protection ability of substrate but also isolate the top superhydrophobic Ti3C2Tx layer from direct contact with the substrate, which can eliminate direct contact between MXene and Mg alloy to further restrain the corrosion–promotion effect of Ti3C2Tx. The STECC with unique structure exhibits excellent water repellency, robust mechanical and chemical stability. Electrochemical experimental results demonstrate that the modified MXene nanosheets can remarkably improve the corrosion protection performance of STECC composite coating, and the impedance modulus of STECC coating reaches the value of approximately 7.49 × 106 Ω cm2 and increases four orders of magnitude compared with the Mg substrate. The composite coating studied here may offer valuable insights and inspiration toward developing MXene‐based coating for high‐performance anticorrosion.