The introduction of a protective coating layer to highly corrosive magnesium (Mg) has been proposed as one of the common approaches for improved corrosion resistance of Mg-based implants as load-bearing biomedical applications. However, only few studies have focused on the mechanical stability of the coated Mg under practical conditions where significant deformation of the load-bearing implants is induced during the surgical operation or under physiological environments. Therefore, in this study, we developed a dual coating system composed of an interlayer hydroxyapatite (HA) and a top layer poly-L-lactic acid (PLLA) to improve the coating stability under deformation of Mg alloy (WE43) substrate. The HA interlayer was directly formed on the Mg alloy surface, followed by dip-coating of PLLA. As the interlayer, HA improved the adhesion of PLLA by modulating nano- and microscale roughness, in addition to its inherently good bonding strength to Mg. The flexible and deformable top coating PLLA layer mitigated crack propagation in the HA layer under deformation. Thus, the dual coating layer provided good protection to the underlying WE43 from corrosion regardless of deformation. The enhanced corrosion behavior of dual-coated WE43 exhibited better mechanical and biological performance compared to the non-coated or single-coated WE43. Therefore, this dual coating layer on Mg is expected to accelerate Mg-based applications in biomedical devices.