A method for applying compound coating using a sol-gel/microcapsule method is described. Orhanosilicon resin having been made into microcapsule was added to zirconia sol. The microcapsulation technique was applied to the preparation of compound coatings. Through a lot of experiments and tests, a kind of sol-gel/microcapsule compound coating which has good performances of high-temperature oxidation resistance and corrosion resistance has been attained. The mechanism of its good performances is that some slight crackles come into being on the skin of microcapsules in the process of high-temperature oxidation, the liquid in the core could flow out to fill and level up the cracks caused by the difference in the expansion coefficient between zirconia and stainless steel substrate.