A compact and homogeneous composite membranous layer was coated on the surface of AZ31 magnesium alloy by a multiple treatment of micro-arc oxidation, magnetron sputtering, and ion implantation in order to improve the wear-resistance performance and micro-arc oxidation surface of the magnesium alloy. X-ray diffraction (XRD) and metallurgical microscopy as well as scanning electron microscopy (SEM) were used to identify the phases structures of the coating and worn surface. The dry sliding wear behavior of the composite membranous layer was performed on WTM-2E tribological and wear tester. The results show that the ceramic coating formed by micro-arc oxidation is not uniform, and lots of holes can be founded on the surface. While a uniform composite membranous layer with TiN can be formed on the surface of the magnesium alloy by the multiple treatment technology, and the porosity of this layer is also reduced. And the multiply treated sample shows good anti-wear performance in dry sliding against the steel, the width of the wear trace is 227.5767 μm which is only 66% of the micro-arc oxidation one as the sliding distance reaches 175 m.