A method of coating phosphor powder with a composite oxide, and a light emitting device that employs the phosphor powder coated with the composite oxide are disclosed. The method includes mixing a silicon oxide precursor and a precursor of another oxide in water and alcohol to form a primary coating layer on a sulfide phosphor through a sol-gel reaction, heat treating the primary coating layer to form a composite oxide layer of the silicon oxide and the other oxide from the primary coating layer. The method improves moisture stability of the sulfide phosphor compared to a sulfide phosphor coated with a single silicon oxide film.