Filiform corrosion (FFC) challenges the application of Zn-Mg-Al coated steel (ZMA-steel). Herein, a self-healing coating loaded with functionalized mesoporous CeO2 (mCeO2) was developed to suppress FFC for ZMA-steel in saline media. mCeO2 of large specific area readily accommodated benzotriazole and immobilized on g-C3N4 generating a nanofiller (BTA@mCeO2/g-C3N4) for epoxy matrix (EP). Strong barrier of lamellar g-C3N4, releasing BTA from nanofiller and generating Ce cations accounted for the long-term corrosion-resistance and self-healing effect of BTA@mCeO2/g-C3N4/EP system for ZMA-steel. Through taking full advantages of CeO2-based nanofiller, this work may provide an intelligent coating to solve FFC of ZMA-steel.