A stable double-layer superhydrophobic surface was successfully constructed on a magnesium alloy substrate by using a two-step immersion coating method to enhance corrosion resistance. The as-prepared surface had a static water contact angle measured as 160°. The microscopy and chemical composition analysis of the surface were characterized by scanning electron microscopy (SEM) and Fourier transform infrared spectroscopy (FI-IR), respectively. Importantly, the as-prepared superhydrophobic surface exhibited good stability and good corrosion resistance performance. In addition, the property of self-cleaning was investigated by using chalk powders. From our study, the superhydrophobic coatings could easily be applied to other materials.