In this work, the latest research results of high temperature protective coatings on molybdenum and molybdenum alloy in China and abroad were systematically reviewed. The oxidation characteristics of molybdenum in different temperature ranges were analyzed. Based on the stability of coating microstructure, coating defects, interfacial bonding strength between the coating and substrate, interfacial physical and chemical compatibility and oxygen diffusion, the property requirements of high temperature protective coatings on molybdenum and molybdenum alloy were concluded. The high temperature protective coating systems applied to the surface of molybdenum and molybdenum alloy at present were summarized, including single silicide coating, modified silicide coating, silicide-based gradient composite coating, aluminide coating, heat-resistant alloy coating and oxide coating. The effects of the composition and structure of the coating on its high temperature oxidation resistance were mainly discussed. The low temperature "pest" oxidation of single MoSi2 coating, the difference of thermal expansion coefficient with the substrate, and the formation of Mo5Si3 phase caused by solid phase diffusion made the single component MoSi2 inadequate as a high temperature protective coating. Therefore, the modified silicide coating was prepared by composition optimization and structural design. The composition optimization of the coating was mainly based on the introduction of active elements like B, Al and Ti, and reinforcement phases with comparatively low thermal expansion coefficient like bentonite, YSZ and Si3N4 on the basis of MoSi2 coating. The structural design mainly focused on the preparation of gradient composite coating or diffusion barrier layer to alleviate the thermal expansion coefficient difference between the coating and substrate, and inhibit the diffusion of active components. Meanwhile, the commonly used preparation methods of high temperature protective coatings on molybdenum and molybdenum alloy were also introduced and compared, mainly including slurry sintering, pack cementation, plasma spraying, molten salt method, chemical vapor deposition, and magnetron sputtering. Finally, the existing problems and future development direction of high temperature protective coatings on molybdenum and molybdenum alloy were prospected.