The authors present a review of their recent research work in an endeavour to interpret the influence of native oxide films on the corrosion behaviour of commercial AZ31 and AZ61 magnesium alloys or on the oxidation kinetics in air at 200°C. The tendency of some of these thin films to be sufficiently protective in mild or weak corrosive environments is examined. For obtaining oxide films with different protective properties, some of the specimens are tested with the surface in the as-received condition, while others are tested immediately after mechanical polishing. The technique applied to characterise thin (thickness of just a few nanometres) oxide films present on the surface of alloys has basically been XPS (X-ray photoelectron spectroscopy) in combination with ion sputtering. Oxidation resistance of the alloys is quantified by thermo gravimetric (TG) curves and their corrosion rate is evaluated by Electrochemical Impedance Spectroscopy (EIS) and hydrogen evolution measurement in chloride solutions with different aggressivity. Emphasis is placed on the possible effects of: (a) the different thickness of the native oxide films formed on the polished surfaces on the corrosion behaviour of the alloys; and (b) the different film homogeneity and uniformity on the oxidation results. Finally, an attempt will be made to learn more about the influence of the native oxide films that cover the substrate on the subsequent growth and protective behaviour of the sol-gel coatings.