One of the most effective strategies for Mg alloys corrosion prevention is to isolate the Mg alloys surface from the corrosive environment by applying a coating to the surface. Waterborne polyurethane (WBPU) has received widespread attention in recent years due to its advantages of sustainability and low toxicity. However, when Mg alloys contact with WBPU, hydrogen evolution reaction (HER) occurs simultaneously, which cannot provide corresponding protective effects and cause coating delamination. To solve this problem, sol-gel based thin pretreatment coatings were applied to isolate the contact between the substrate and the WBPU layer. Additionally, the mussel inspired catecholamine was used to modify the sol-gel coating, and its effects on the overall corrosion resistance and adhesion strength were studied. The research in this paper showed that the sol-gel modified by catecholamine not only improved the corrosion resistance, but also enhanced the adhesion between the WBPU layer and the pretreatment sol-gel layer. The adhesion was increased from 1.74 MPa to 2.75 MPa. According to the EIS results, the sample immersed in aqueous 3.5 wt% NaCl for 120 days showed that the anti-corrosion performance of the coating has been improved by more than two orders of magnitude (Rct from 4.9 × 104 Ω⋅cm2 increased to 1.7 × 107 Ω⋅cm2 ).