This work aims to study the effect of NH4F concentration on phase composition, microstructure and corrosion resistance of fluoride coatings on AZ31 magnesium alloy in EG-NH4F electrolytic solution by plasma electrolytic oxidation (PEO). The EG-NH4F electrolytic solutions with NH4F concentration of 40 g/L, 60 g/L, 80 g/L, 100 g/L and 120 g/L were used to prepare PEO coatings on AZ31 magnesium alloy. A scanning electron microscope (SEM), an X-ray energy dispersion spectrometer (EDS) and an X-ray diffractometer (XRD) were used to analyze the surface morphology and composition of the coatings. The electrochemical corrosion behavior was evaluated by potentiodynamic polarization tests in neutral corrosive media, while the long-term corrosion behavior by salt spray tests. The corrosion morphologies and corrosion products after salt spray tests were characterized by the SEM and the EDS. The coating was mainly composed of MgF2. The working voltage and breakdown voltage of PEO process decreased gradually with the increase of the NH4F concentration. The pore size and surface roughness of the coating decreased. The MgF2 coating can significantly improve the corrosion resistance of AZ31 magnesium alloy, and the coating prepared at 100 g/L NH4F has optimal corrosion protection performance.