Ceramic coatings were successfully prepared on steel by plasma electrolytic oxidation (PEO) in aluminate electrolyte and silicate electrolyte, respectively. The microstructure of the coatings including surface morphology, phase and element composition were studied by scanning electron microscopy (SEM) and X-ray diffraction (XRD), respectively. The bonding strength between the ceramic coating and the substrate was tested using different methods including tensile tests and shearing tests. The thermal shock resistance of the coatings was also evaluated. The results indicated that coatings obtained in both electrolytes were porous and coarse. The average diameters of the pores were below 10μm. PEO coatings obtained in aluminate electrolyte were composed of Fe 3 O 4 and FeAl 2 O 4 , while those obtained in silicate electrolyte were in a noncrystal state. PEO coatings obtained in aluminate electrolyte showed similar change trend of tensile strength and shearing strength with increasing treating time, namely, a relatively high values with middle time treating and low value with short and long time treating. The best coating was the samples treated with 30min, whose tensile strength was 20.6MPa and shearing strength was 16MPa. The tensile strength and shearing strength of coatings obtained in silicate electrolyte were not strongly influenced by the treating time, the values of which were range in 14±2MPa and 11±2MPa, respectively. Coatings obtained in both electrolytes showed the best thermal shock resistance with middle time treating. Coatings obtained in silicate electrolyte show a little better thermal shock resistance than those obtained in aluminate electrolyte.