A method for producing a Zn-Al-Mg base hot dip steel sheet excellent in retention of gloss, which comprises appropriately controlling, in a step of cooling with water after coagulation of a plating layer, 'the temperature at which the plating layer is contacted with water flow', that is, appropriately controlling in the step 'the temperature of a material to be plated when it is contacted with water flow', and preferably using a plating bath having a small amount of 'an highly oxidizable element' incorporated therein. The employment of the method stabilizes the oxidation states of Al and Mg present in the surface portion of the plating layer, which results in the suppression of deterioration in the surface gloss of a Zn-Al-Mg base hot dip steel sheet.