By the micro-arc-oxidation process, oxide coatings with different thicknesses are prepared on aluminum alloy surfaces, and the laser transmission welding of the micro-arc-oxidation aluminum alloy and the high-aluminum ultrathin glass is conducted. The effect of micro-arc-oxidation coating thickness on the shear force, the weld morphology and the weld joint interface is investigated and the formation mechanism of welds is also analyzed. The results show that the micro-arc-oxidation coating can effectively act as the laser-energy-absorbing layer and the buffer layer of weldments, and the main reason for realizing the connection between these two materials lies in the mixed mosaic structure formed within welds. The smaller the thickness of the micro-arc-oxidation coating is, the greater the shear force of weldments is.