The article presents research on the evaluation of the use of two four-layer textile composites with ZrO2/Al coatings of different thicknesses (deposited by magnetron sputtering PVD) with potential use in thermally insulating protective gloves designed for steelworkers, welders, or miners. The structure of the composites was analyzed using high-resolution X-ray micro-CT. The assessment of the safety of the glove user was conducted using methods in which the composites were exposed to contact heat, radiant heat, and flame heat. The results showed that both four-layer textile composites equipped with ZrO2/Al coatings provide effective protection against contact heat, radiant heat, and flame heat and can be successfully used in the construction of metallurgical protective gloves. Both composites achieved the first performance level (for contact heat method, for contact temperature 100 °C), the fourth performance level (for radiant heat), and the third performance level (for flame heat).