The self-healing ceramic coating against oxidation for carbon/carbon composite was fabricated via preceramic polymer pyrolysis process using polysilazane as preceramic and MoSi2, B4C powders as fillers. By means of SEM and XRD, the phase compose and microstructure of coating were characterized, and preliminarily study on its anti-oxidation ability and thermal shock resistance were conducted. The results showed that, the coating is composed of the resisting oxidation layer and the sealing layer. The thickness of the coating is about 50μm, and the coating is uniform and densified. Good contact at the interfaces is visible on the SEM photograph. At 1300°C temperature, the thermal shock resistance test was conducted 50 times, the weight loss rate was 2.12%. In range of 1200°C~1500°C, the anti oxidation ability of the coating is good.