Abstract: As the demand for lightweight marine equipment continues to grow, lightweight and high-strength magnesium alloy materials have shown broad application prospects in the field of marine equipment. However, magnesium alloys have relatively low hardness and poor corrosion resistance, which severely limits their application in marine environments. In this study, ultra-hard material high-entropy ceramics (high-entropy dodecaboride REB12, RE = Dy, Ho, Er, Tm, Lu) were used as reinforcement phases for AZ31 magnesium alloy to prepare composite materials with different mass percentage contents of high-entropy ceramic reinforcement phases. The influence of high-entropy ceramics on the microstructure and properties of AZ31 magnesium alloy was investigated. The results showed that the high-entropy ceramics did not react with the AZ31 magnesium alloy, and the combination performance between the reinforcement phase and the matrix was improved after hydrofluoric acid surface activation treatment of the high-entropy ceramics. After 2% activation treatment, the self-corrosion potential of the high-entropy ceramic reinforced magnesium alloy was increased to −1.398 V, the self-corrosion current density was reduced to 49.58 μA/cm², the hardness was increased to 83.4 HV, and the yield strength was increased to 62.7 MPa, showing the best comprehensive performance.