Alumina coating on carbon fibre were prepared by Sol-gel method, and characterized by thermal gravimetric analysis, X-ray diffraction and scanning electron microscopy. Affected factors such as coating times, oxidation temperature and time were investigated. The results show alumina coatings on carbon fibres are crack-free with a smooth surface, therefore would improve anti-oxidation of carbon fibre significantly. Thickness is one of the most important factors on anti-oxidation of alumina coating, and in this work, thicker coatings have better anti-oxidation quality.