Abstract: The spraying composite powder was prepared by mechanical ball milling and polyvinyl alcohol(PVA) granulation. Al₂O₃-based composite ceramic coating was prepared on the surface of magnesium alloy AZ31B by thermo-chemical reaction spraying. XRD and SEM were used to analyze the composition and morphology of the spraying composite powder and composite ceramic coating. The thermal shock, compactness, microhardness and wear properties of the composite ceramic coating were investigated respectively. The results showed that chemical reaction had happened in composite powder after 12 hours ball milling and globular structure coated each other was formed after granulation. Thermo-chemical reaction was carried out in the process of preparing coatings. New phase such as Al_3.21Si_0.47, MgAl₂O₄ and Mg_3.5Al₉Si_1.5O₂₀ were found in the coating. The melting rate of composite ceramic coating was high and the combination of the coating and matrix was good. Mg element took place remarkable diffusion in the interface of composite coating. The thermal-shock times of this coating was 40, the porosity was 15.1% and the maximum microhardness value reached HV_0.11016. The thermal shock, compactness, microhardness and wear properties of this coating was significantly better than the ones with common spraying coating.