To improve the thermal shock resistance of low emissivity coatings in 3—5 μm wave band with high temperature resistance, the effect of the content of MgO on the thermal shock performance of coatings is investigated. The thermal expansion coefficient of coatings is tested by DIL 402C. The emissivity in 3—5 μm band of the coating is measured by IR-2 and the surface morphology of the coatings is characterized by the scanning electron microscope (SEM). The results of experimental investigation indicate that when the content of MgO is 3%, the thermal expansion coefficient difference between the coating and the substrate is the minimum and the thermal shock resistance is the best, which reaches 50 times. The requirement of low emissivity is still met after adding additives, and the lowest emissivity is 0.212.