Plasma electrolytic oxidation (PEO) is a typical surface modification technology that forms ceramic-like films on the surfaces of magnesium, aluminum, and titanium alloys, mainly improving their corrosion resistance and wear resistance. However, the inherent porous structure of the PEO layer is not conducive to long-term corrosion protection. One approach to enhance the performance of the coating is to introduce particles into the electrolyte and achieve particle incorporation during the coating growth process, which can improve the functional properties of the coating. Biomedical implants are one of the application fields of metallic materials. Various biocompatibility problems of bare metals have restricted their further development. This chapter reviewed the research progress of particle-incorporated PEO coatings on metallic materials for biomedical applications. The development prospects of particle-incorporated biomedical-grade PEO composite coatings were prospected.