The feasibility of generating superconducting coatings on niobium using plasma electrolytic oxidation (PEO) is demonstrated. A silicate-phosphate electrolyte was employed containing MgB2 particles. The coatings were examined by scanning electron microscopy and X-ray diffraction. The coatings contained crystalline Nb2O5, SiO2-rich amorphous material, and incorporated MgB2. The magnetic moment-temperature curve determined using a superconducting quantum interference device (SQUID) magnetometer revealed a transition to the superconducting state at 39 K, characteristic of MgB2. The increasing negative magnetic moment of MgB2 below 39 K is proposed to be due to differences in the critical fields of individual MgB2 clusters.