A gearbox adapted for use with a gas turbine engine and a method for making the same are disclosed herein. The gearbox comprising a housing made from a magnesium alloy, and an aluminum oxide coating on the magnesium alloy housing. The aluminum oxide coating may inhibit corrosion of the housing, and may have a nano-microcrystalline structure that defines an inner region bonded directly to the housing and an outer region spaced apart from the housing.