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Calcium phosphate (Ca–P) coatings provide an effective approach in current research and the clinical application of Mg alloys by endowing them with improved corrosion resistance, biocompatibility, and even bioactivity. Ca-containing coatings were prepared on AZ31B magnesium alloys using the micro-arc oxidation (MAO) technique and a combination of ethylenediaminetetraacetic acid calcium disodium (EDTA–Ca), calcium glycerophosphate (GP–Ca), calcium gluconate (CaGlu2), and calcium lactate (CaLac2) as the Ca source in a near-neutral solution. The respective and mutual impacts of the four calcium salts on the formation and properties of the coatings were investigated. Experimental results indicated that GP–Ca was more decisive than EDTA–Ca, CaGlu2, and CaLac2 in the formation, morphology, and, therefore, the corrosion resistance of the coatings. GP–Ca alone could not effectively incorporate Ca2+ ions into the coatings but it could combine with EDTA–Ca, CaGlu2, and CaLac2 to bring a synergistic effect in improving the Ca content of the coatings. The bifunctional structure of CaGlu2 and CaLac2, containing hydroxyl groups and carboxylic groups with anchoring effects, enabled them to enhance the Ca content of the coatings. However, due to minor differences in functional group orientation, CaGlu2 was a little more efficient than CaLac2 in increasing Ca content, while CaLac2 was a little more efficient than CaGlu2 in improving the corrosion resistance of the coatings. Finally, the total concentration of the four calcium salts, [Ca2+]T, should be controlled at a proper level; otherwise, excessively high [Ca2+]T would produce localized microbumps originating from coating ablation, eventually deteriorating the corrosion resistance of the coatings. [ABSTRACT FROM AUTHOR]