Embodiments of a high temperature electromagnetic coil assembly are provided, as are embodiments of a method for fabricating such a high temperature electromagnetic coil assembly. In one embodiment, the high temperature electromagnetic coil assembly includes a coiled anodized aluminum wire and an electrically-insulative, high thermal expansion ceramic body in which the coiled anodized aluminum wire is embedded. The electrically-insulative, high thermal expansion ceramic body has a coefficient of thermal expansion greater than 10 parts per million per degree Celsius and less than the coefficient of thermal expansion of the coiled anodized aluminum wire.