A gradient coating containing collagen and inorganic strontium/calcium phosphate (Sr/CaP) was fabricated on plasma-electrolytically oxidised magnesium via one-step cathodic electrodeposition. First, Sr-doped dicalcium phosphate dihydrate and hydroxyapatite (DCPD and HA) was deposited, followed by a collagen/CaP layer. The morphological evolution, sequential degradation behaviour, and in vitro bio-properties of the coatings were investigated. The incorporation of collagen remarkably refined the morphology of the CaP, and a more aggregated nano-spherical morphology was observed with increasing collagen concentration. Sr could partially replace Ca in the CaP crystals. Collagen combined with CaP formed a relatively stable skeletal frame, which provided sufficient barrier properties and more sites for the re-precipitation of bone tissue, as well as a more promising proliferation and differentiation ability of osteoblasts. A gradient coating that matches the requirements of bone growth at various periods is suggested for implantation.