Cr-Al-Y coating was prepared on the surface of DZ125 nickel base alloy by pack cementation process.The microstructure and phase composition were analyzed and characterized by scanning electron microscope,energy dispersive spectrometer and X-ray diffraction.The thermal shock resistance of DZ125 nickel base alloy and Cr-Al-Y coatings were compared.The results show that Cr-Al-Y coating prepared by holding at 1050℃for 4 h is 120 μm thick and has a uniform,dense and continuous microstructure,and has a multi-layered structure with a superficial layer composed of Ni3Cr2 and Ni3Al,an outer layer composed of Ni3Al-rich Ni3Cr2,a middle layer composed of Ni3Cr2 and an inner layer composed of Ni3Cr2 and Ni3Al.DZ125 matrix under the thermal shock tested at 1000℃shows that the spot spalling occurs after 31 times,visible cracks occur after 114 times,and massive spalling appears on the surface after 145 times.However,small cracks appear at the edge of the Cr-Al-Y coating after 142 times of thermal shock,and visible small cracks appear after 181 times of thermal shock,but the coating does not peel off,which indicate that the Cr-Al-Y coating has good film base bonding ability with DZ125 alloy,which can improve the thermal impact resistance of DZ125 alloy to a certain extent.