MgB ₂ particles have been incorporated into a coating formed by AC plasma electrolytic oxidation (PEO) on aluminium under a constant current density. The incorporation of MgB ₂ into the coating was characterized by X-ray diffraction, scanning electron microscopy and energy dispersive X-ray spectroscopy. The additions of particles to the electrolyte promoted a voltage decrease, possibly a result of the initiation of a “soft” sparking regime. The transition occurred at earlier times with increase of the MgB ₂ concentration and enhanced MgB ₂ incorporation into the coating. The coating containing particles was thicker than one in which MgB ₂ was absent and had a nodular surface, with MgB ₂ accumulations in the valleys between the nodules. A superconducting quantum interference device revealed superconductivity below about 39 K, the critical temperature of MgB ₂, and hysteresis in magnetic moment-field curves that typifies a type II superconductor.