Provided is an aluminum (Al) plating layer/aluminum (Al)-magnesium (Mg) plating layer multi-layered structure alloy plated steel sheet having excellent plating adhesiveness and corrosion resistance, which is characterized in that the Al-Mg plating layer is formed on the Al plating layer. According to the present invention, corrosion resistance of an Al plated steel sheet is further improved by forming an Al-Mg alloy plating layer, and plating adhesiveness between plating layer and underlying steel sheet may be improved as well as excellent stability and practicality being realized.