The invention belongs to the technical field of material preparation, and concretely relates to a MoSi2-SiO2 compound photothermal coating being stable in high temperature air, and a preparation method thereof. The method comprises the following steps: mixing silica sol with MoSi2 powder to form a black suspension, spin-coating a carrier with the black suspension, drying the applied black suspension to obtain a composite layer, and spin-coating the composite layer with the prepared silica sol to form an anti-reflection coating in order to obtain the composite photothermal coating. The coatingprovided by the invention has the advantages of good high temperature stability, simple preparation process, low cost, and suitableness for large-scale production, and also has a high solar absorptionrate and great practical values. The preparation method of the coating is universal, and can be used to prepare functional coatings with different filling materials.