The superhydrophobic surface has become a smart strategy for boosting the application of Mg alloy due to its anti-icing and anti-corrosion abilities. However, its application has been limited due to some drawbacks, such as harmful fluorinated materials, poor mechanochemical robustness, and unsatisfactory anti-icing performance in extreme environments. Herein, a non-fluorinated electrothermal/superhydrophobic coating, including bottom insulation and top superhydrophobic films, is prepared on Mg alloy by spray method. The superhydrophobic coating exhibits good mechanical robustness, chemical stability, and in-situ electrothermal-healing ability against plasma and chemical etchings. The electrothermal characteristic and superhydrophobicity endow the coating with excellent static and dynamic anti-icing, de-frosting, and de-icing performances. Moreover, the superhydrophobic coating exhibits a long-term anti-corrosion effect due to a durable air layer and organic coating, and can recover the coating's corrosion resistance by repairing superhydrophobicity. We expect that this research provides a wise strategy for designing superhydrophobic coating with good mechanical robustness, good chemical stability, electrothermal, in-situ self-healing, outstanding anti-icing, and long-term corrosion protection abilities to meet functional needs of Mg alloy as well as other metal materials.