The quality of heat-resistant coatings deposited by flame spraying is largely determined by the adhesion of the coating to the surface of the part. One of the ways to increase adhesion is to deposition intermediate layers of thermosetting powders between the base material and the coating. In this work, two versions of heat-protective coatings are investigated — a two-layer coating consisting of an Al – Ni sublayer (20 – 80 wt. %) and a main ZrO2 layer, and a single-layer coating sprayed from an aluminum-clad zirconium oxide powder (20 ZrO2 – 80 Al, wt. % ). The method of differential thermal analysis was used to determine the temperature ranges and values of the exothermic effects of oxidation and redox reactions during heating of Al – Ni and ZrO2 clad powders. A significant exothermic effect was found during oxidation of the aluminum cladding shell in the temperature range of 360 °C and a stronger thermal effect due to the redox reaction at a temperature of 920 °C. The microstructure and microhardness of the obtained coatings have been studied, and their thermal conductivity and adhesion have been assessed. The resistance of the coatings during thermal cycling tests has been determined. It has been established that thermal protective coatings made of aluminum-clad zirconium oxide powder have the best characteristics under thermal cycling conditions. A higher level of adhesion and thermal cyclic resistance of such coatings are due to an increase in the enthalpy of aluminum-clad ZrO2 powders due to exothermic reactions and the presence of a metal binder.