Biodegradable magnesium (Mg) alloys have received increased attention as temporary medical implants due to their mechanical properties and density, similar to natural bone. However, the fast corrosion of Mg alloys in a physiological condition limits their wide applications. Hence, hydroxyapatite (HAp) coatings on Mg alloys have attracted much attention to address this corrosion issue and enhance the surface functionalities. In this paper, we present a review of HAp coating strategies on Mg alloys, including the sol-gel method, hydrothermal treatment, biomimetic coating, electrochemical deposition, electrophoretic deposition, and plasma electrolytic oxidation technique, and their recent progress to enhance the surface characteristics of Mg alloys. This review focused on aspects of coating morphology, hybrid formulations, and how they influence corrosion behavior as well as in vitro and in vivo performance. Moreover, we have discussed the future prospects of HAp-coating strategies, emphasizing on multifunctional, hybrid, and smart coatings for next-generation implant materials.