Double layer films which consisted of aluminum(Al) and magnesium(Mg) have been prepared by e-beam deposition. The structure, alloy phase, and corrosion resistance of the prepared films were investigated before and after heat treatment. The first (bottom) layer fixed with Al, and the thickness ratio between Al and Mg layers has been changed from 1 : 1 to 5 : 1, respectively. Total thickness of Al-Mg film was fixed at $3{mu}m$. The cold-rolled steel sheet was used as a substrate. Heat treatment was fulfilled in an nitrogen atmosphere at the temperature of $400^{circ}C$ for 2, 3 and 10 min. Surface morphology of as-deposited Al-Mg film having Mg top layer showed plate-like structure. The morphology was not changed even after heat treatment. However, cross-sectional morphology of Al-Mg films was drastically changed after heat treatment, especially for the samples heat treated for 10 min. The morphology of as-deposited films showed columnar structure, while featureless structure of the films appeared after heat treatment. The x-ray diffraction data for as-deposited Al-Mg films showed only pure Al and Mg peaks. However, Al-Mg alloy peaks such as $Al_3Mg_2$ and $Al_{12}Mg_{17}$ appeared after heat treatment of the films. It is believed that the formation of Al-Mg alloy phase affected the structure change of Al-Mg film. It was found that the corrosion resistance of Al-Mg film was increased after heat treatment.