Direct growth of anticorrosive magnesium hydroxide films containing Mg–Al layered double hydroxide with anion-exchangeability on magnesium alloy were successfully realized by a simple, easy, environmentally friendly, and chemical-free steam coating method. The crystal structures, chemical composition, surface morphologies, and chemical bonding states of the film were characterized using X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FT-IR), and scanning electron microscope (SEM) measurements. All the films had thicknesses ranging from 2 to 68 μm depending on the preparation conditions. The films had two crystal structures that were composed of crystalline Mg(OH)₂ and carbonate Mg–Al layered double hydroxide (LDH). The corrosion resistant performances of the films in 5 wt% NaCl aqueous solution were investigated by electrochemical measurements. The potentiodynamic polarization curves revealed that the corrosion current density (j_corr) of a sample treated at 433 K for 6 h decreased by more than six orders of magnitude as compared to that of the bare magnesium alloy, indicating that the film had an inhibiting effect on the corrosion reaction. The formation mechanism of the film was also discussed.