The PEO ceramic coatings included ZrO₂-Al₂O₃-SiO₂ three phases were prepared on Al-12.5%Si alloy in the electrolyte solutions containing ZrO₂ nano-particles.The microstructures and phases of the coatings were analysed by SEM and XRD,and the heat insulation performances and the thermal shock resistances were also investigated.The results show that the ZrO₂ nano-particles can increase the density and binding performance of the coatings significantly,and effectivly weaken the inhibition of Si element on PEO process and then improve the growth rate of PEO coatings; the PEO ceramic coatings included three phases are mainly composed of SiO₂ and steady phases such asα-Al₂O₃ and c-ZrO₂,and it is the special microstructure and composition makes the ceramic coatings formed in solutions with ZrO₂ nano-particles posses good heat insulation performances and thermal shock resistances.