Magnesium alloys are considered one of the most promising materials for biodegradable trauma implants because they promote bone healing and exhibit adequate mechanical strength during their biodegradation in relation to the bone healing process. Surface modification of biodegradable magnesium alloys is an important research field that is analyzed in many publications as the biodegradation due to the corrosion process and the interface with human tissue is improved. The aim of the current preliminary study is to develop a polymeric-based composite coating on biodegradable magnesium alloys by the solvent evaporation method to reduce the biodegradation rate much more than in the case of simple polymeric coatings by involving some bioactive filler in the form of particles consisting of hydroxyapatite and magnesium. Various techniques such as SEM coupled with EDS, FTIR, and RAMAN spectroscopy, and contact angle were used for the structural and morphological characterization of the coatings. In addition, thermogravimetric analysis (TGA) was used to study the effect of filler particles on polymer thermostability. In vitro cytotoxicity assays were performed on MG-63 cells (human osteosarcomas). The experimental analysis highlights the positive effect of magnesium and hydroxyapatite particles as filler for cellulose acetate when they are used alone from biocompatibility and surface analysis points of view, and it is not recommended to use both types of particles (hydroxyapatite and magnesium) as hybrid filling. In future studies focused on implantation testing, we will use only CA-based composite coatings with one filler on magnesium alloys because these composite coatings have shown better results from the in vitro testing point of view for future potential orthopedic biodegradable implants for trauma.