Dense oxide coated AZ 31 magnesium alloy surfaces were uniformly formed using a radio frequency magnetron sputtering method. The magnesium oxide thin film thickness was about 240 nm. XRD results of the film indicated that film of magnesium oxide single phase was deposited. The surface of the film was uniform and no crack was observed. The Vickers hardness measured by the nanoindenter was about Hv80 and Hv200 for the AZ31 substrate and the sample coated with the thin film, respectively. The dynamic hardness of the AZ31 substrate and the sample coated with the thin film were almost the same. In the curve at the time of pressurization, a step was observed in the sample coated with the thin film. On the other hand, many steps were observed in the data curve for the thin film deposited on the glass substrate.