A durable protective tube for a thermocouple having an extended serviceable life is obtained by covering a tubular preform of ceramic material with a refractory coating. The refractory coating is an alternate arrangement of one or more fine refractory layers of fine particulate refractory material having a particle size of 150 mesh to 500 mesh and one or more coarse refractory layers of coarse particulate refractory material having a particle size of 0.1 mm to 2.0 mm. The refractory coating is prepared by alternately applying a slurry of fine refractory particulates in a colloidal silica or ethyl silicate hydrolyzate binder and then coarse refractory particulates on the outer surface of the tubular preform followed by optional sintering.