The surface of Mg alloy, AZ31 and AZ91, were treated by PEO (plasma electrolytic oxidation) in Na-P system electrolyte, with different applied voltage and time. Thickness, roughness and X-ray crystallographic analysis revealed several results. The more applied time and voltage of PEO treated, the thicker oxidized surface coating layer were covered. And surface roughness increased with the thickness of oxidized layer. It was thought that when oxide layer grew, resistivity and breakdown voltage increased with the thickness of layer, and then, the energy of micro plasma need to be higher then before. So, it made craters and pores of surface become greater, which were responsible for the coarse surface.