The corrosion resistance of magnesium alloys is poor, and coatings are required for actual applications. However, coatings are inevitably damaged during use. Thus, self-healing coatings shall be developed to avoid local corrosion of damaged spot on the coatings. By combining research achievements home and abroad in self-healing coating, especially for magnesium alloys, types of self-healing coatings including ichemical conversion coatings, mixed coatings, pore-filled coatings, micro-container coatings, layer-by-layer-assembled coatings and supramolecular intrinsic healing coatings were summarized. Chemical conversion coatings could only bear limited healing agents; mixed coating could be prepared by simple process but it might deteriorate stability of the coatings; pore-filled coatings could reduce the impact of healing agents on the coatings stability, but it may weaken the adhesion between porous coating and top coating; micro-container coatings could isloate healing agents from coating substrates, but it should meet many conditions; layer-by-layer-assembled coatings could bear more healing agents and its healing process was more intelligent; intrinsic supramolecular polymer could heal the same place for several times, but the healing process usually required external energy input. The characteristics of all self-healing coatings were compared to provide reference for researchers in designing self-healing coatings. In addition, the self-healing coatings should be designed based on the actual demands and self-healing agents should be sealed and released smoothly by allowing for characteristics of various coatings, so as to provide good self-healing capability for coatings while the shielding property was guaranteed.