The self-healing ceramic coating against oxidation for carbon/carbon composites was fabricated via preceramic polymer pyrolysis process using polysilazane as preceramic and B4C powder as filler. By means of SEM and XRD, the phase composition and the microstructure of coatings were characterized, and preliminarily study on its anti-oxidation ability and thermal shock resistance was conducted. The results showed that the parameters including content of B4C, coating thickness, number of times of coating/pyrolysis play an important role on anti-oxidation ability of coatings. The optimal anti-oxidation ability was obtained when the content of B4C reached 50wt%, the number of times of coating/pyrolysis reached three and 1200°C was chosen as pyrolysis temperature. The thermal shock resistance test was conducted 50 times and the weight loss rate was 7.14% at 1000°C, which proved that the thermal shock resistance was excellent.