Objective To study the microstructure and anti-corrosion properties of several thermal sprayed coatings. Methods Zn-Al-Mg, Zn-Al and Zn coatings were prepared on 20# steel substrate by supersonic arc spraying. SEM was used to analyze the surface morphologies of the Zn-Al-Mg coatings, and X-ray diffraction was employed in examining the structure and phases of the coatings. Electrochemical experiments were conducted to compare the corrosion behavior of the Zn-Al-Mg coating with the pure Zn coating and Zn-Al coating in 3.5wt% NaCl solution. Gray method was used to analyze the gray value of the metallograph, capture the position and size of pores and determine the porosity of the coating. Tensile test was carried out by universal tensile testing machine to determine the bonding strength of the coating. Results The Zn-Al-Mg coating was compact and well bound with the substrate. The porosity of Zn-Al-Mg coatings was 3.8%, the bonding strength 3.7 MPa and the thickness 300 μm. The highly corrosion-resistant spinel oxides in the coating were useful for improving the corrosion resistance. The Zn-Al-Mg coating showed low corrosion current density at 1.249 ?A/cm2, which was lower than Zn-Al coating and pure Zn coating. The electrochemical resistivity of Zn-Al-Mg coating was 1356 Ω?cm2, which was 2 times of the pure Zn coating. Conclusion The Zn-Al-Mg coating is compact and well binds with the substrate. It has higher corrosion resistance than the pure Zn coating and Zn-Al coating. The spinel oxides contained in the coating is strongly corrosion-resistant. During corrosion, micro pores in the coating are blocked by corrosion products, which effectively prevents further corrosion reaction. The self-sealing characteristic plays a positive role.