The orthopedic application of Mg alloys suffers from excessive degradation. In this study, hydroxyapatite (HAP) nanoparticles are doped with MgO by high-energy ball milling, and then the obtained powders are compounded with WE43 powders and prepared into implants by laser powder bed fusion. During milling process, Mg2+ ions on MgO exchange some Ca2+ in HAP by mechanical collision and friction, which forms covalent bonds on the MgO/HAP interface. Subsequently, TEM observation showed that MgO on HAP forms semi-coherent interfaces with α-Mg, contributing to good bonding on the Mg/MgO interface. In this manner, strong bonding interfaces between ceramic particles and α-Mg were established, thereby preventing the agglomeration of nanoparticles. The well-dispersed ceramic particles provided more nucleation sites for apatite deposition, which benefits the formation of the passivation layer and thereby improves corrosion resistance. As a consequence, the composite exhibited a low corrosion density (20.1 ± 1.3 μA/cm2), high corrosion resistance (752.8 ± 19.7 Ω cm2), and low carrier concentration (1.28 ± 0.01 cm−3), indicating the formation of a more protective passivation layer. These findings suggested that the mHAP incorporated Mg composite may be a potential candidate for orthopedic implant.