Thin-film sensors have great advantages over bulk sensors in high-temperature applications, such as non-disturbance and fast response. However, oxidation at high temperatures affects their reliability and could even destroy the sensors. Anti-oxidative coatings or environmental barrier coatings (EBCs) can be used to protect the sensors from oxidation at high temperatures. In this study, a thin-film anti-oxidative coating based on polymer-derived ceramics (PDCs) is proposed. By using a direct-writing technique, the coating was applied to a PDC thermistor, and its electrical resistance was measured from room temperature to 800 °C. The resistance of the thermistor coated with the anti-oxidative coating remained virtually constant throughout four consecutive test runs at temperatures of up to 800 °C. The maximum relative standard deviation of the four runs of the resistance-temperature test data was 5.3%, which is one-third that of the thermistor without anti-oxidative coating. The results indicate that the coating can protect the thin-film thermistor from being oxidized at temperatures ranging from room temperature to 800 °C. The mechanism of anti-oxidation of the coating is that a layer of B2O3 forms on the surface of the coating, which prevents the oxygen from diffusing into the coating at high temperature. The coating provides a simple way of producing coatings for high-temperature applications.