Magnesium alloys are widely employed in several industrial domains for their outstanding properties. They have a high strength-weight ratio, with a density that is lower than aluminum (33% less), and feature good thermal properties, dimensional stability, and damping characteristics. However, they are vulnerable to oxidation and erosion-corrosion phenomena when applied in harsh service conditions. To avoid the degradation of magnesium, several coating methods have been presented in the literature; however, all of them deal with drawbacks that limit their application in an industrial environment, such as environmental pollution, toxicity of the coating materials, and high cost of the necessary machinery. In this work, a plating of Al2O3 film on a magnesium alloy realized by the fluidized bed (FB) technique and using alumina powder is proposed. The film growth obtained through this cold deposition process is analyzed, investigating the morphology as well as tribological and mechanical features and corrosion behavior of the plated samples. The resulting Al2O3 coatings show consistent improvement of the tribological and anti-corrosive performance of the magnesium alloy.