In order to prepare dense and smooth tungsten coatings, a class of additives MOx (M = Zr, Ce, La, Y) were mixed into Na2WO4–WO3 molten salt. Composition and microstructure of tungsten coatings were characterized by X–ray diffraction (XRD), and scanning electron microscopy (SEM). Different MOx additives produce significant differences in the phase, micromorphology and performance of the coatings. The coatings electrodeposited in Na2WO4–WO3–CeO2 molten salt have the finest grains, resulting in the microhardness of coating surface reaches the maximum value of 643.5 HV. The thermal shock resistance in air atmosphere is related to the phase and grains size of the coatings. The electrodeposition mechanism was explored by cyclic voltammetry (CV), linear scan voltammetry (LSV), square wave voltammetry (SWV), chronoamperometry (CA) and open circuit chronopotentiometry (OCP). The results indicated that the electrodeposition of tungsten ions is W(VI) → W(IV) → W, and Zr4+ and Ce4+ ions are electroreduced in two steps, while La3+ and Y3+ are electroreduced in one step. The differences between cathodic electroreduction potential and overpotential induced by different additives were probed. What’s more, the relationship between micromorphology and performance of coatings is discussed.