In order to achieve a light and corrosion-resistant structural material, Al-coated Mg alloy sheet has been fabricated by hot extrusion followed by hot rolling. The sheet was successfully rolled at 623 K without any breaking of the Al coating layer, and the sheet exhibited an excellent corrosion resistance. The mechanical properties have been investigated by tensile tests at various temperatures and strain rates. At room temperature, the stress value drops immediately after reaching the maximum, while the value decreases as the temperature increases and the strain rate decreases. It has been demonstrated that the sheet exhibits elongation of 707 % at 573 K at 1.0×10-3 s-1 when tensile-tested in the rolling direction. After the elongation, the Al coating layer remained on the Mg alloy substrate. No cracks or debonding were observed at interfaces of Mg alloy/Al3Mg2 and Al3Mg2/Al.