The effects of surface modification of the La–Mg–Ni based alloys through doping a trace of Y2O3 on the electrochemical properties are researched in this study. The electrochemical hydrogen storage capacities and cycle stabilities of the Y2O3@La1.7Mg1.3Ni9 samples are all significantly improved and the performance reaches the best for the 10 h milled sample. Comparing to the previous data, the comprehensive performances have already surpassed the most alloys, especially in the cyclic stability properties. The Y2O3 coating layer with the amorphous structures will be formed on the alloys surface during the milling process, which has a certain capability of electricity catalysis to further improve the electrochemical hydrogen storage properties. Meanwhile, the results also indicate that much longer milled duration is harmful to the electrons transfer process, and the point is further confirmed through XPS analyses.