Tungsten-fiber toughening is an effective way to improve the brittleness of tungsten materials. In this paper, a continuous tungsten fibers-toughened tungsten composite with refractory metal molybdenum as the interfacial coating was prepared by spark plasma sintering technology. The tensile brittle-to-ductile transition temperature of the composite was studied, and the influence of molybdenum coating on the fracture mode of the Wf/W composite were analyzed and discussed. The tensile test results show that the composite is brittle fracture at 400℃ and below. Many curved cracks are formed until 400℃ at the interface between fibers and matrix, indicating that the coating has signs of weakening the bonding strength of the matrix-fiber interfaces. The composite exhibits toughness at 500°C, which mainly comes from the pseudo-plasticity by fibers. Molybdenum as an interfacial coating helps to stimulate the fiber debonding-fracture toughening mechanism. However, due to the special structural orientation of the coating by magnetron sputtering, there is no expected plastic deformation of molybdenum. The transient thermal shock resistance of fibers and coarse-grained tungsten were analyzed. Tungsten fibers were more resistant to thermal shock than coarse-grained tungsten matrix due to high strength and low DBTT, and incorporation of fiber could reduce cracking areas of tungsten materials.