This work describes a novel method to achieve direct formation of highly-oriented Mg–Al LDH on Mg–Al–Zn alloy in aqueous HCO₃⁻/CO₃²⁻ solution of pH 4.3 at 50 °C. When Mg–Al–Zn alloy sample was immersed in the aqueous HCO₃⁻/CO₃²⁻, the surface of the Mg sample corroded. In addition to raising the solution pH around the surface, the corrosion released divalent and trivalent metal cations in the solution. Experimental results indicate that a two-layered Mg–Al LDH thin film formed on the Mg alloy coupon substrate, where a porous layer composed of nano-sized Mg–Al LDH was found on top of a dense Mg–Al LDH layer. Notably, a core-shell structure with a spherical Mg alloy as the core and an Mg–Al LDH film as the shell was fabricated in a relatively short time. According to adherence test results and cross-sectional microstructure examinations, the Mg–Al LDH coating adhered well to the Mg alloy substrate. Moreover, chemical analysis data suggest that the chemical formula of the Mg–Al LDH on the Mg coupon sample was Mg_4.55Zn_0.05Al₂(OH)_13.20CO₃·mH₂O, while the Mg–Al LDH shell on the spherical Mg alloy core was Mg_6.65Zn_0.04Al₂(OH)_17.38CO₃·mH₂O.