The present work reports a simple and safe two-step process to render magnesium (Mg) alloy surfaces superhydrophobic via primary cell corrosion and subsequently cover it with a fluoroalkylsilane (FAS) film. The surfaces were characterized by scanning electron microscopy (SEM), optical microscopy, energy-dispersive X-ray spectroscopy (EDS), Fourier-transform infrared spectrophotometry (FTIR), X-ray diffraction (XRD), and optical contact angle measurements. The power generated via the primary cell corrosion of copper and Mg alloys was also measured using a digital multimeter. The results show that micro/nanometer-scale binary rough structures and an FAS film with a low surface energy were present on the Mg alloy surfaces, both of which confer good superhydrophobicity with a water contact angle of 162.8° and a tilting angle of 2°. The micro/nanometer-scale binary rough structures consisted of micrometer-scale grains, cluster-like structures composed of nanometer-scale needles, and network-like structures composed of nanometer-scale sheets. Superhydrophobicity was analyzed by the Cassie–Baxter theory. Findings show that only about 6.3% of the water surface was in contact with the Mg alloy substrates, while the remaining 93.7% was in contact with the air cushion. The unique advantage of the proposed method is that power can be generated during the machining process of the superhydrophobic surfaces on the Mg alloy substrates.