Alumina/carbon nanotubes (Al2O3/CNTs) composite coating was synthesized by plasma spray employing mixtures of Al2O3-coated CNTs and nano-sized α-Al2O3 at atmosphere. This coating was characterized for the microstructure and the composition by X-ray diffraction (XRD), energy-dispersive X-ray spectroscopy (EDS), high resolution transmission electron microscopy (HRTEM), thermo gravimetric analysis (TG), differential scanning calorimetry analysis (DSC) and scanning electron microscopy (SEM). The results show that the thickness of the coating is about 0.5mm and the constituent elements were changed to α-Al2O3, CNTs and γ-Al2O3 duo to the superhigh temperature during the plasma spray process. The great mass of the mixtures were melted well and the CNTs were dispersed uniformly in the melted ceramic. The oxidation resistance and the microwave absorption properties were discussed simply to describe the functions of the composite coating.