A new method, electro-thermal explosion ultra-high speed spraying, was utilized to produce the Mo-Si or Mo-Si-B coatings. Experimental results showed that submicron-grain pure MoSi2 phase coating and boron alloyed MoSi2-MoB2 multiphase coatings were in-situ synthesized on GH3039 nickel-based superalloy substrate. Erosion-resistance test of GH3039 nickel-based superalloy and MoSi2-based coatings were performed under high temperature(800°C) with GW/CS – MS erosion wear tester. Quartz sand was employed as erosive material. Experimental results showed that the erosion-resistance of the MoSi2-based coatings is better than that of the GH3039 nickel-based superalloy.