Magnetic shielding has been a key factor in the measurement of ultra-weak magnetic fields, especially for shielding from low frequency electromagnetic noise. With the recent development of superconducting quantum interference devices, superconducting magnetic shielding has become an important area of research. MgB2 has shown great potential in magnetic shielding for its remarkable superconducting properties, the feasibility of its use in this capacity having been demonstrated by MgB2 bulk samples. However, the potential for application of such bulk samples is limited. In this work, we have investigated the possibility of the fabrication of MgB2 films on three-dimensional (3D) structures using a hybrid physical−chemical vapor deposition system. MgB2 films 10 μm thick have been fabricated on the outer surface of a polycrystalline Al2O3 cylinder. The deposited film showed a transition temperature (TC) of 39 K and JC of 5.1 × 105 A · cm−2, which are comparable to those of planar MgB2 films. This work shows the feasibility of depositing MgB2 films onto a 3D structure, and sheds light on the potential use of MgB2 films in superconducting magnetic shielding.