In this study, a novel use of edible coating pretreatment before convective hot-air drying to prevent the loss of essential oil (EO) in natural aromatic plant materials was successfully conducted on Zanthoxylum schinifolium fruits. The sodium carboxymethyl cellulose (CMC) aqueous solution was used as the coating material and the effects of its different concentration of 0–2.5% (w/v) on the drying kinetics, total EO content, EO composition and micromorphology of oil chamber were studied. Results showed that increasing concentration of CMC solution significantly increased the total EO retention (p < 0.05) and restricted the change in EO composition. Moreover, the highest CMC solution concentration gave 100% total EO retention, and meanwhile increased the drying time only by 45 min. Therefore, the application of edible coating pretreatment before drying presents a promising method to achieve excellent retention of plant EO.