In this paper, maleic anhydride is directly coated on the surface of SrAl2O4: Eu2+, Dy3+ (SAO-ED) phosphors by an interfacial coordination chemistry method. Fourier transform infrared spectroscopy (FTIR), X-ray photoelectron spectra (XPS), X-ray diffraction (XRD), and scanning electron microscopy (SEM) methods are used to characterize the coating. The experimental result shows that a dense coating layer is consisting of maleic anhydride coordination with metal ions on the surface of the phosphors and the coating process does not destroy the crystal structure of the phosphors. It is also found that the introduction of maleic anhydride does not change the excitation and emission spectra of SAO-ED phosphors, but decreases the luminous intensity, which is verified by the photoluminescence (PL) measurement. Afterglow delay curves show that the initial brightness of coated SAO-ED phosphors decreases, but the afterglow decay rate of coated phosphors is slower than that of uncoated phosphors after they both are immersed into water for one month. This indicates that the coating layer protects the phosphors and the crystal structure of coated phosphors in water was not destroyed.