A Fe-based amorphous coating was successfully deposited on an AZ31B magnesium alloy substrate by detonation spraying. The microstructure and sliding wear behavior of the coating were investigated in detail under dry conditions in ball-on disk mode by using a Si3N4 ball as the counterpart. It was found that the Fe-based amorphous coating presents an almost perfect amorphous structure, and the thickness, microhardness, porosity and amorphous content are 200 ± 30 μm, 825 ± 15 Hv0.1, 1.0% and 89.3 ± 2%, respectively. The dry sliding wear tests indicate that the Fe-based amorphous coating presents a fairly low dry sliding wear rate of 3.14-11.5 × 10−6 mm3 N−1 m−1, which is two orders of magnitude lower than that of the AZ31B substrate under a normal load of 5 N and at a sliding speed of 0.25 m/s. This distinguished wear resistance is mainly attributed to the fact that the Fe-based amorphous coating prepared by detonation spraying has an extremely low porosity and high amorphous phase content. Moreover, as the increase in load and sliding speed, the dry sliding wear mechanism of the Fe-based amorphous coating changes from fatigue wear and oxidative wear to delamination wear and oxidative wear. © 2021, ASM International.