The oxide film could realize the formation of the chemical bonding between metal and plastic. In this study, surface pre-oxidation of AZ31B magnesium alloy was performed by two common methods to investigate the effect of oxide film on laser assisted joining of carbon fiber reinforced thermoplastic composites (CFRTP) and AZ31B. Oxide layer with porous structure was fabricated by micro-arc oxidation (MAO), in contrast to the dense and smooth oxide film produced by annealing. Both types of oxide film could effectively enhance the mechanical properties of the joint. Oxide layer could inhibit the decomposition of CFRTP and eliminate defects and relieve the residual stress because of the lower interfacial heat conduction. Porous structure of MAO coating further reduced the heat conduction. A new chemical bonding MgCO3 was identified at the joint with oxide. MAO coating could facilitate the formation of the new chemical bonding and enhance the mechanical interlocking, further strengthening the mechanical properties of the joint. The tensile-shear strengths of annealed and MAO joints were 8.8 MPa and 13.3 MPa respectively, reaching 1.60 and 2.41 times that of untreated joints (5.5 MPa). The MAO coating realized the comprehensive enhancement of AZ31B/CFRTP interface in terms of the interfacial heat transfer, mechanical interlocking and chemical bonding.