A new thermal spray gun for nitrogen gas cooling and mist cooling has been developed. Aluminum-magnesium alloy films prepared by nitrogen gas cooling using the thermal spray gun had a partial nano microstructure because residual strains induced by rapid cooling acted as solid nuclei and a small amount of the amorphous phase became crystalline as a result of the heat of the thermal spray. Furthermore, the nano-microstructured aluminum magnesium films exhibited high corrosion resistance. Moreover, aluminum-magnesium alloy films containing a small amount of titanium prepared by mist gas cooling exhibited higher corrosion resistance than those without titanium. We consider that the aluminum -titanium compound acted as solid nuclei during ultra rapid solidification and that a strong passive layer was formed by mist gas cooling.