Molybdenum and its alloys, with high melting points, excellent corrosion resistance and high temperature creep resistance, are a vital high-temperature structural material. However, the poor oxidation resistance at high temperatures is a major barrier to their application. This work provides a summary of surface modification techniques for Mo and its alloys under high-temperature aerobic conditions of nearly half a century, including slurry sintering technology, plasma spraying technology, chemical vapor deposition technology, and liquid phase deposition technology. The microstructure and oxidation behavior of various coatings were analyzed. The advantages and disadvantages of various processes were compared, and the key measures to improve oxidation resistance of coatings were also outlined. The future research direction in this field is set out.