In this invention, a Tri-LayerC03O4/SDC/C03O4 tri-layer coating is created by electrodeposition and electrophoresis followed by oxidation at 800°C for 5 hrs. After 400 hrs of testing at 800°C in an air atmosphere with a 500 mA/cm2 current density, the thickness of the chromia scale located at the interface of the coating layer and the substrate is increased from 0.28 µm to 0.94 µm, and the increasing rate is small. Also, the ASR of the coated steel increases from 2.0 to 8.2 m0·cm2 with an 8.5x10-3 mO·cm2·h-1 average rate after the initial 23 hrs thermal treatment, which is much smaller than that of bare steel. Also there is little Cr diffusion in the coating layer. Thus, the Mn-free tri-layer coating can effectively improve the oxidation resistance and inhibit the Cr diffusion and evaporation.