Abstract: Al-Ce-Y coatings on DZ125 alloy were prepared by pack cementation process at 950℃for 2 h. The thermal shock resistance of DZ125 alloys with and without Al-Ce-Y coatings was studied.The microstructure of the cracks caused by thermal shock was analyzed.The results show that the visible cracks of DZ125 alloy and Al-Ce-Y coatings are detected after thermal shock with 195 and 184 times, respectively.Moreover, the structure of Al-Ce-Y coatings is kept intact without peeling off during the thermal shock process, which means that the Al-Ce-Y layer can meet the service requirements of thermal shock resistance of DZ125 alloy.