The work aims to quickly select the anti-oxidation coating materials on the C/SiC composites with the minimum interfacial thermal stress. An easy-used analytical model based on the thermal shock calculation model previously used for single-layer ceramic materials was established, which could reasonably explain the failure of oxidation resistant coating under thermal shock. The thermal stress obtained by the analytical model was verified by the finite element model and the results were consistent. When the crack length was less than 30 μm, the effect of the crack on the interfacial thermal stress of the coating- substrate was almost negligible. However, the micro-cracks with the pre-fabrication length over 30 μm or the increase of crack density on the coating surface could effectively reduce the coating-substrate interfacial thermal stress and improve the critical fracture temperature difference of the coating under service conditions, strengthening the thermal shock resistance of coating materials and increasing the service life of coatings. The particular critical fracture temperature difference of the coating- substrate system was calculated at different initial temperature by this analytical model and the most dangerous working temperature range of the coating-substrate system was predicted. The analytic model can easily calculate thermal stress and critical fracture temperature difference of coating materials, thus screening out optimal matching of anti-oxidation coating material with C/SiC composites. The crack with pre-fabrication length over 30 mm in the anti-oxidation coating material of C/SiC composite can effectively improve the thermal shock performance of coating.