Thermal resistant coatings of textile materials are required so that they can fulfill the high security demands in the case of resistance to fire. These coatings also improve the properties of textiles as composite materials. In this research work, a polysilazane based coating was applied on carbon filament (CF) and glass filament (GF) rovings by a padding method. Tensile testing under thermal stress was carried out to assess the thermomechanical properties of both coated and uncoated rovings. Scanning electron microscopy, energy dispersive X-ray analysis, contact angle measurements, and surface energy calculations were performed to evaluate the surface properties of coated and uncoated rovings. The amount of coating mass on rovings was also determined using different recipes. Thermo-gravimetric analysis and weight loss after thermal treatment of coated and uncoated CF rovings were carried out to observe the oxidation behavior, as well as the thermal stability. The obtained testing results were assessed to ascertain the coating performances on GF and CF rovings.