Mg alloys have excellent mechanical and physical properties. Unfortunately, the poor corrosion resistance becomes the main disadvantage of the application of such materials in aqueous and atmospheric media. Although the sol-gel-based coating has attracted significant attention for alloys in corrosion protection, most of the existing sol-gel coatings are unable to give a long-term protection for the substrate against corrosion in saline solutions due to micro-/ nano-pores contained in its glassy sol-gel networks. To address this issue, a new sol-gel coating was prepared by utilizing the strong adhesion property of polydopamine (PDA) to provide a highly condensed sol-gel-based coating (PDA@sol-gel) on Mg alloy AZ31. Long-term corrosion testing by electrochemical impedance spectroscopy in aqueous 0.1 M NaCl indicated that the prepared PDA@sol-gel coating exhibited a substantially improved corrosion protection performance with a test duration of over 20 days. In comparison, the unmodified coating failed after 3 days of immersion in aqueous NaCl. The improved anti-corrosion performance may be attributed to the self-polymerized PDA filling the micro-/ nano defects in the cross-linked network of the SiO sol-gel, which greatly improves the compactness of the coating. This work presented a new approach to significantly improve the corrosion protection performance of magnesium alloys by dopamine-modified sol-gel coating, which can find ample applications in a wide range of industries.