Aluminum oxide coating on the surface of tungsten fibers was prepared by a sol-gel method. The microstructure characteristics of Al2O3 coating with different contents of PVA additive, different drying processes and different calcination temperatures were studied by TG-DSC, XRD, SEM and EDS. The results show that coating agglomerations and cracks can be avoided via the step-by-step drying process. 5 vol% PVA addition enhances the stability of the sol greatly and the uniform and crack-free Al2O3 coating on the surface of tungsten fibers can be achieved. The best calcining temperature is 950 oC for the coating. Antioxidation temperature is increased by 120 oC and the oxidation mass is reduced by about 9% for Al2O3-coated tungsten fibers compared with tungsten fibers.