Provided are a Zn coated steel material, a Zn coated steel sheet and a painted steel sheet excellent in corrosion resistance, and a method of producing the same. Specifically, there is provided coated steel material excellent in corrosion resistance and a method of producing the same, which coated steel material is characterized in that it has, on the surface of steel sheet, a Zn-alloy coating layer containing 1 - 10 wt% of Mg, 2 - 19 wt% of Al and 0.01 - 2 wt% of Si, where Mg and Al satisfy Mg(%) + Al(%) ≤ 20%, the balance being composed of Zn and unavoidable impurities, and has a coating layer structure of a Mg intermetallic compound or the like. As a base metal treatment, it is preferably provided with a Ni coating layer. Also provided are a coated Zn coated steel sheet provided on the coating layer with, as an intermediate layer, a chromate film layer, and further with, as an upper layer, an organic coating layer, and a Zn coated steel sheet excellent in corrosion resistance provided on the coating layer with, as an upper layer, a chromate film, formed by coating with a resin chromate bath and drying, at 10 - 300 mg / m<2> as metallic chromium. The Zn-alloy coating layer according to the present invention may further contain one or more of 0.01 - 1 wt% of In, 0.01 - 1 wt% of Bi and 1 - 10 wt% of Sn. Further provided is a painted steel sheet having on the Zn-alloy coating layer a base metal treatment film layer containing 100 parts by weight of resin as solid content and 0.2 - 50 parts by weight of tannin or tannic acid and on the base metal treatment film layer, as an upper layer, an organic coating layer. Preferably the Zn-alloy coating layer further contains 0.01 - 2 wt% of Si, the base metal treatment film layer further contains 10 - 500 parts by weight of fine-grain silica as solid content, the organic coating layer is composed of an undercoating containing an anti-rust pigment and a colored overcoating, and a Ni coating layer is present under the zn-alloy coating layer. Further provided is a painted steel sheet having a base metal treatment film layer containing 100 parts by weight of resin as solid content and 0.1 - 3,000 parts by weight of a silane coupling agent and on the base metal treatment film layer, as an upper layer, an organic coating layer. The Zn-alloy coating layer can contain 0.01 - 2 wt% of Si and the base metal treatment film layer can further contain, as solid content, one or both of 1 - 200 parts by weight of fine-grain silica and 0.1 - 1,000 parts by weight of an etching fluoride. Moreover, a structure is present wherein intermetallic compound phase of 1 mu m or greater major diameter is dispersed in the Zn-alloy coating layer at a content of 0.1 - 50 vol%.