Biodegradable magnesium alloys are promising candidates for temporary fracture fixation devices in orthopedics; nevertheless, its fast degradation rate at the initial stage after implantation remains as one of the main challenges to be resolved. ZrO2-based coatings to reduce the degradation rate of the Mg-implants are an attractive solution since they show high biocompatibility and stability. The thin films of ZrO2 were deposited by magnetron sputtering on a Mg-Zn-Ca alloy was evaluated. The biological response was evaluated through MTT assay, Live Dead assay, and inmersión test. ZrO2 coating does not compromise the biocompatibility of the alloy and permits better cell adhesion and proliferation of mesenchymal stem cells directly on its surface, in comparison to the bare alloy.