A SiC/ZrSiO4?SiO2 (SZS) coating was successfully fabricated on the carbon/carbon (C/C) composites by pack cementation, slurry painting and sintering to improve the anti-oxidation property and thermal shock resistance. The anti-oxidation properties under different oxygen partial pressures (OPP) and thermal shock resistance of the SZS coating were investigated. The results show that the SZS coated sample under low OPP, corresponding to the ambient air, during isothermal oxidation was 0.54% in mass gain after 111 h oxidation at 1500 ° C and less than 0.03% in mass loss after 50 h oxidation in high OPP, corresponding to the air flow rate of 36 L/h. Additionally, the residual compressive strengths (RCS) of the SZS coated samples after oxidation for 50 h in high OPP and 80 h in low OPP remain about 70% and 72.5% of those of original C/C samples, respectively. Moreover, the mass loss of SZS coated samples subjected to the thermal cycle from 1500 ° C in high OPP to boiling water for 30 times was merely 1.61%.