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In this paper, the spectral problem of the mKdV equation satisfying the compatibility condition on time scales is directly constructed. By using the zero-curvature equation on time scales, the mKdV equation on time scales is obtained. When <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>x</mi><mo>∈</mo><mi mathvariant="double-struck">R</mi></mrow></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>t</mi><mo>∈</mo><mi mathvariant="double-struck">R</mi></mrow></semantics></math></inline-formula>, the equation degenerates to the classical mKdV equation. Then, the single-soliton, two-soliton, and <i>N</i>-soliton solutions of the mKdV equation under the zero boundary condition on time scales are presented via employing the Darboux transformation (DT). Particularly, we obtain the corresponding single-soliton solutions expressed using the Cayley exponential function on four different time scales (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="double-struck">R</mi></semantics></math></inline-formula>, <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="double-struck">Z</mi></semantics></math></inline-formula>, <i>q</i>-discrete, <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="double-struck">C</mi></semantics></math></inline-formula>).