Protective clothing in gas and oil industries requires high-performance characteristics, with superior anti-static and ultraviolet (UV) protection and good thermal wear comfort in cold weather regions. This study examined the manufacturing and properties of various ceramic-embedded composite fabrics made from a new scheme (not a coating method) for protective clothing in the gas and oil industries. Therefore, sheath–core yarn specimens embedded with various ceramics, such as aluminum oxide (Al2O3)–graphite, zinc oxide–zirconium (ZnO–ZrC), and zinc oxide–antimony tin oxide (ZnO–ATO) were produced using a bi-component melt spinning machine, which is a novel method that was not tried before. Fabric specimens were also made from these ceramic-embedded sheath–core yarn specimens. UV-protection and anti-static properties of the ceramic-embedded composite specimen were compared with the thermal radiation and far-infrared (FIR) characteristics. The UV-protection factor (UPF) was measured according to the AS/NZ 4399 (1996) standard. ATLAS measuring equipment was used to analyze five duplicate specimens (4 × 8 cm). An anti-static assessment was also conducted using the JIS L 1094 standard method. A light heat emission apparatus was used to assess thermal radiation. A 10 × 10 cm specimen was prepared, and five duplicate assessments were conducted. Statistical analysis (F-test) was performed to verify the statistical significance of the experimental data with a 99% confidence limit. The ZnO–ATO-embedded composite fabric exhibited greater UV protection than the Al2O3–graphite-embedded and regular (control) specimen, indicating the excellent UV-protection property of the ZnO. In addition, the ZnO–ATO-embedded composite specimen exhibited excellent anti-static properties with lower rub-static voltage than the control fabric, which was attributed to the better electrical conductivity of ATO particles. In particular, the ZnO–ZrC-embedded composite specimen showed superior thermal radiation with excellent UPF and relatively good anti-static characteristics. Based on the high-performance characteristics of protective clothing worn in gas and oil industries, ZnO–ATO-embedded composite fabric has practical use for fabricating workwear protective clothing. In addition, considering protective clothing suitable for cold weather, ZnO–ZrC-embedded composite fabric is useful for protective clothing in cold weather regions.