Magnesium (Mg) alloys have received considerable attention as favorable orthopedic implant materials. However, their uncontrolled degradation in the physiological environment has led to premature implant failure. Thus, to address this problem, the present study was focused on developing protective monolayer coatings of fluorine-doped hydroxyapatite (FHA) and a bilayer coating of FHA and poly(lactic acid) (FHA–PLA) on AZ31 Mg. The synthesis involved microwave irradiation which helped in rapid synthesis of FHA coatings and spin coating for developing the PLA layer. Results revealed the formation of dense and defect-free FHA–PLA hybrid coatings. Importantly, they helped in significant reduction of galvanic–corrosion reactions of AZ31 in a physiological medium. The corrosion current density of FHA/PLA–coated samples was about two orders of magnitude lower than uncoated samples. Their lower weight losses further confirmed the coatings’ corrosion resistance. Combined, the as-synthesized FHA–PLA coatings can provide favorable corrosion protection to AZ31 Mg.