High-entropy oxides (HEOs) have attracted considerable attention as potential materials for thermal protective coatings, which are driven by the growing demand for critical high-temperature components. Solid-phase reaction was used in the successful synthesis of Nonisotropic high-entropy titanate (La0.3K0.1Ca0.2Sr0.2Ba0.2)TiO3+δ thermal protective coating (TPC) material, whose mechanical and thermal properties were investigated via combined first-principles calculations and experimental methods. Notably, the coating material exhibited a higher thermal expansion coefficient (TEC) of 12.2 × 10−6 K−1 compared with other HEOs reported in the TPC field. Meanwhile, the prepared TPC material presented a prominent thermal insulation behavior with a low thermal conductivity of 1.46W·m−1·K−1 at 1200 °C, and this condition was mainly attributed to multicomponent cation doping, which produces prevalent structural defects and lattice distortions that greatly enhance phonon scattering. First-principles calculations revealed the outstanding elastic anisotropy of (La0.3K0.1Ca0.2Sr0.2Ba0.2)TiO3+δ and its stronger resistance to microcrack extension compared with its single-component counterpart. The compound also showed good mechanical properties with a Vickers hardness of 11.5GPa. The extraordinary thermo-mechanical properties achieved serve as a strong motivation for the pursuit of high-entropy approaches for the development of promising high-temperature TPC.