To isolate iron sulphide and reduce coke adhesion reactions that occur on the surface of a delayed coking furnace, a SiO₂ coating was developed on Cr9Mo alloy by employing the sol–gel method. The coating was characterised through Fourier transformation infrared spectroscopy, X-ray diffraction, scanning electron microscopy, energy dispersive spectroscopy, potentiodynamic scanning, InfiniteFocus optical 3D surface metrology, thermal shock and coking experiments. After heat treatment at 550 °C, the silicon methyl groups were oxidised and the coating exhibited a Si–O–Si connected crosslinked network structure. The coating surface was uniformly dense with a roughness and thickness of 0.2 and approximately 4 μm, respectively. The coating still adhered to the substrate tightly after 20 cycles of thermal shock treatment. Compared with an uncoated sample, the coating effectively improved the corrosion resistance of the substrate, suppressed the iron sulphide reaction, and reduced coke adhesion onto the sample. The coating had a better inhibition effect on coke fouling in a delayed coking furnace.