The present invention provides an anti-frost coating, which forms a coat having a hydrophilic and hydrophobic composite structure after being applied on a substrate, and contains a hydrophobic polymer and a hydrophilic polymer. The application method of the anti-frost coating comprises: dissolving the hydrophilic polymer and the hydrophobic polymer in a solvent to form a homogeneous solution, coating the solution on a substrate to form a film, drying and curing to form an anti-frost coat with a hydrophilic and super-hydrophobic composite structure including a super-hydrophobic surface layer and a hydrophilic inner layer. Water drips can roll off easily and the dust and impurities deposited on the surface can be easily removed. The anti-frost effect is desirable.