Zirconium is widely used in nuclear technology as the cladding materials of nuclear fuel because of its very low neutron absorption cross section, high melting point and excellent corrosion resistance. After the Fukushima nuclear accident in Japan in 2011, the development of accident tolerant fuel (ATF) has become a research hotspot, particularly focusing on improving the oxidation resistance of cladding materials at high temperature. Surface coating of zirconium alloy is one of the significant ways to improve the ability. The types, properties, preparation methods, characteristics and development of zirconium alloy cladding surface coatings were reviewed. It was pointed out that laser cladding, plasma spraying and cold spraying all had the characteristics of high deposition rate and large coating thickness, but too large coating thickness reduced the neutron economy of nuclear fuel. The coatings obtained by laser cladding and plasma spraying had large internal stress, many pores and even micro-cracks. The stress and pores of cold spray coating were decreased. There were some problems in spraying process, such as dust and noise pollution. The application status, existing problems and future development of magnetron sputtering (MS) and arc ion plating (AIP) in physical vapor deposition technology, were emphatically analyzed in the preparation of cladding coatings. It was pointed out that magnetron sputtering was most widely used because of the advantages of controllable deposition rate, low internal stress of coating and adjustable coating composition. Arc ion plating has the most development potential because of its compact coating and strong binding force. It provides a reference for further promoting the preparation and research of zirconium alloy surface coating.