In the framework of the new ecological regulations, micro-arc oxidation (MAO) appears as an alternative to usual processes in the field of corrosion protection of Mg alloys. In this work, the initial stages of anodic layer growth in KOH-based electrolytes are studied up to and beyond the initiation of the micro-arc regime. The properties of the first anodized film preceding the occurrence of the dielectric breakdown (corresponding to the start of the micro-arc regime) are mainly determined by the incorporation of additives (fluorides or silicates) in the film, as shown by in situ electrochemical measurements. Scanning electron microscopy (SEM), X-Ray photoelectron spectroscopy (XPS) and micro-Raman spectroscopy reveal both the change of morphology and chemical state of silicate and fluoride in the anodized layer before and after the micro-arc regime. In terms of electrochemical behaviour, investigated by stationary methods and electrochemical impedance spectroscopy (EIS) in reference corrosive water, the anodic film grown in the silicate medium provides the best corrosion resistance thanks to a thick layer containing Mg2SiO4, whose degradation products seal the porosities of the coating.