Thin film coatings of (Ca0.6, Mg0.4)Zr4(PO4)6 (CMZP) on Si3N4, and SiC substrates, including porous SiC used in ceramic filters, were investigated using sol-gel and dip coating techniques. The coating thickness, ranging from 1 to 5 μm, was found to vary with the selected precursors and their concentrations in the solution. When applied to Si3N4 and SiC, CMZP coatings exhibit good thermal shock resistance and greatly improved alkali corrosion resistance. For porous silicon carbide, homogeneous, crack-free coatings were formed on both the outer surface and the interior sections of the pore walls. The CMZP coatings on Si3N4 and SiC exhibit good thermal shock resistance. The CMZP coating greatly improved the alkali corrosion resistance of Si3N4 and SiC.