3D printing has been applied in the fabrication of Ti-6Al-4V implants due to its high processing efficiency and flexibility. However, the biological inertness of 3D-printed Ti-6Al-4V implant surface limits its further clinical application. This paper aims to improve the biocompatibility of 3D-printed Ti-6Al-4V implants through multi-scale composite structure and bioactive coating. The samples are prepared by selective laser melting (SLM). The multi-scale composite structure is constructed by acid etching and anodic oxidation, and then the bioactive coating is added by hydrothermal treatment. The results indicate that acid etching removes the residuals on the surface and builds micron-/sub-micron structures. Anodic oxidation superimposes TiO2 nanotube arrays with a diameter of ≈80 nm, forming the multi-scale composite structure. The polydopamine-magnesium ion coating is added by hydrothermal treatment on the basis of retaining the multi-scale composite structure. After modification, the surface wettability and corrosion resistance are improved, and the roughness is slightly reduced. Regarding the biocompatibility of the modified 3D-printed Ti-6Al-4V implant, its admirable osteogenic induction performance is verified on osteoblasts (MC3T3-E1). Also, the addition of magnesium ions achieves better antibacterial properties. The results provide new target points for the surface modification of 3D-printed Ti-6Al-4V implant to attain better clinical performance.