In order to study the isothermal oxidation performance of CoCrAlY coatings prepared by EB-PVD after high energy compound shot peening process with different intensity, the CoCrAlY coatings were surface shot peened with strength of 0.3N, 0.3N+0.1N and 0.3N+0.2N. The surface morphology of coatings were observed before and after shot peening; The surface roughness, surface residual stress, thickness and cross-sectional hardness of the coatings were measured after shot peening; The phases change and performance of isothermal oxidation of CoCrAlY coatings were analysised after shot peening. The investigation results show that: the performance of isothermal oxidation of CoCrAlY coating prepared by EB-PVD with compound shot peening is improved more than common shot peening, and the compound shot peening with strength of 0.3N+0.1N show the best performance of isothermal oxidation. Compared with common shot peening, compound shot peening process can reduce the surface roughness of CoCrAlY coating prepared by EB-PVD, increase the density of the coating, change the phases structure, and lead to the improvement of isothermal oxidation performance of CoCrAlY coating. When the shot peening intensity is greater than or equal to 0.3N, scales formed on the surface of CoCrAlY coating. And result in preferential growth of TGO in the place. Because of TGO film rupture by stress concentration here, the service life of coating is degraded. Meanwhile, the compound shot peening can remove the scales.