A method for manufacturing a steel plate including a zinc-aluminum-magnesium coating, the method comprises: pretreating a cold-rolled steel plate; dipping the pretreated steel plate into a bath containing zinc, aluminum, and magnesium as main components for a hot-dipping treatment so that at least one of two surfaces of the steel plate is coated with the bath to form a bath layer; controlling a thickness of the bath layer on the at least one surface of the steel plate by using an air knife; cooling the steel plate coated with the bath layer, wherein the cooling comprises: a first stage, cooling at a cooling rate of 10~20 °C/s; a second stage, rapidly cooling at a cooling rate of 30~100 °C/s; and a third stage, slowly cooling at a cooling rate of 5~10 °C/s; performing a skin-passing treatment on the cooled steel plate by using a skin-pass mill; performing a tension leveling treatment on the skin-passed steel plate by using a tension leveler; performing a passivation treatment on the tension-leveled steel plate by using a passivation coating machine; and performing a drying treatment on the passivated steel plate to obtain the steel plate including the zinc-aluminum-magnesium coating; wherein the bath comprises following components in percentage by mass: 1.5~2.3% of Al, 1.2~1.8% of Mg, 0.01~0.08% of La and Ce in total, 0.01-0.08% of at least one of Cu, Cr, and Ni in total, and a balance of Zn and inevitable impurities, with a mass ratio of Al to Mg being 1.2~1.4, and a mass ratio of La to Ce being 2:1; and wherein the controlling of the thickness of the bath layer comprises: controlling a mass of the bath layer on the at least one surface of the steel plate to be 30~300 g/m 2, and controlling the thickness thereof to be 4~43 μm. pretreating a cold-rolled steel plate; dipping the pretreated steel plate into a bath containing zinc, aluminum, and magnesium as main components for a hot-dipping treatment so that at least one of two surfaces of the steel plate is coated with the bath to form a bath layer; controlling a thickness of the bath layer on the at least one surface of the steel plate by using an air knife; cooling the steel plate coated with the bath layer, wherein the cooling comprises: a first stage, cooling at a cooling rate of 10~20 °C/s; a second stage, rapidly cooling at a cooling rate of 30~100 °C/s; and a third stage, slowly cooling at a cooling rate of 5~10 °C/s; performing a skin-passing treatment on the cooled steel plate by using a skin-pass mill; performing a tension leveling treatment on the skin-passed steel plate by using a tension leveler; performing a passivation treatment on the tension-leveled steel plate by using a passivation coating machine; and performing a drying treatment on the passivated steel plate to obtain the steel plate including the zinc-aluminum-magnesium coating; wherein the bath comprises following components in percentage by mass: 1.5~2.3% of Al, 1.2~1.8% of Mg, 0.01~0.08% of La and Ce in total, 0.01-0.08% of at least one of Cu, Cr, and Ni in total, and a balance of Zn and inevitable impurities, with a mass ratio of Al to Mg being 1.2~1.4, and a mass ratio of La to Ce being 2:1; and wherein the controlling of the thickness of the bath layer comprises: controlling a mass of the bath layer on the at least one surface of the steel plate to be 30~300 g/m 2, and controlling the thickness thereof to be 4~43 μm.