In this study, advanced oxidation-protective CrSi coatings were developed and deposited on N-type (Zr,Ti)Ni(Sn,Sb) and P-type (Zr,Ti)Co(Sn,Sb) thermoelectric (TE) materials using an environmentally friendly closed field unbalanced magnetron sputtering PVD system. The oxidation behaviour of the CrSi-coated and uncoated samples was evaluated through static oxidation tests at 500 °C and 600 °C for 10h and 50 h, respectively. In addition, the samples were exposed to cyclic oxidation tests between 25 °C and 500 °C for 10, 30 and 50 cycles, with each cycle consisting of 1h of oxidation at 500 °C, to examine the coating ability to withstand thermal shock, which is involved in the service of TE devices. The surface morphology, cross-section layer structure, elemental distribution and phase constitution were analysed using scanning electron microscopy (SEM), energy dispersive spectroscopy (EDX) and X-ray diffraction (XRD). The mass gain after the oxidation tests was measured and calculated for each sample to study the oxidation kinetics. The uncoated samples exhibited a considerable amount of oxidation, leading to change in the surface morphologies, and the formation of alternated layers including oxide products (Zr(Ti)O2, SnO2) and Ni3Sn4 compound for the N-type and (Zr(Ti)O2, SnO2, Sb2O4) and CoSb compound for the P-type material, after static and cyclic oxidation tests. The experimental work in this study has, for the first time, demonstrated that the CrSi coatings developed with very high thermal stability and oxidation resistance can effectively protect both the N-type and P-type materials from oxidation and sublimation even during cyclic oxidation tests. The strong affinity of Cr and Si to oxygen can trap oxygen, retard its inward diffusion and thus protect the TE material substrate from oxidation. This finding could pave the way towards the further development of long-life high-performance TE generators and devices, thus contributing to the net zero target.