The presence of a second phase in the Mg–8Al–4Ca (at. %) alloy plays a significant role on both its corrosion behavior and the chemical conversion coating processes. Using scanning Kelvin probe force microscopy (SKPFM), a lower Volta-potential of the second phase present on the surface has been measured. The β-Al-Ca phase has a higher electrochemical activity than the α-Mg matrix and may act as the micro-galvanic anode in a local electrochemical corrosion process. Transmission electron microscopy (TEM) examinations reveal that the β-Al-Ca phase is more susceptible to corrosion than the α-Mg matrix in an aqueous solution, and its higher activity and higher corrosion rate accelerate the hydrogen evolution rate on the α-Mg matrix in the cerium (Ce) conversion coating process. It's also been discovered that by immersing the bare Mg–Al–Ca alloy in deionized (DI) water, the β-Al-Ca phase, exposed on the surface, can be dissolved and converted in situ into aluminum hydroxide (Al(OH)3), and the Ce conversion coating can be deposited via replacement reactions in the subsequent conversion coating process. A thicker Ce coating with smaller blisters has then been produced on the DI-treated Ce-coated Mg specimen; it indeed improves the corrosion resistance.