In this work, micro-nanostructure polydimethylsiloxane/silicon dioxide (PDMS/SiO2) composite coatings were fabricated on the surface of magnesium alloys with two different sizes of SiO2 nanoparticles by a simple painting method. The effects of the proportion of 40 nm and 50-250 nm SiO2 on the wettability, wear and corrosion performance of the composite coatings were investigated. The morphology, composition, water contact angles (WCAs), wear and corrosion resistance of the composite coatings were measured by scanning electron microscope (SEM), Fourier transform infrared spectroscopy (FT-IR), the contact angle meter, sandpaper-weight device and electrochemical workstation, respectively. And the mechanical and thermal stability were also respectively obtained by finger-wipe, knife-scratch tests and thermogravimetry. It is found that the PDMS/SiO2 composite coatings fabricated under optimized parameters are stable and superhydrophobic (SH) ones and their WCAs can maintain at a high level (138 degrees-150 degrees and 133 degrees-153 degrees) under 50 abrasion cycles with sandpaper. The composite coatings exhibit good resistance to knife damaging and finger touching. The electrochemical experiments show that the robust coatings can significantly improve the corrosion resistance of magnesium alloys. It is rationally expected that the results can provide an informative reference to the fabrication of wear-resistant super-hydrophobic composites on magnesium alloys.