In this work, resin-derived carbon coating was prepared on carbon fibers by polymer impregnation pyrolysis method, then silicoboron carbonitride powder was prepared by mechanical alloying, and finally carbon fiber-reinforced silicoboron carbonitride composites were prepared by hot-pressing process. The effects of sintering densification and fiber coating on microstructure, mechanical properties, thermal shock resistance, and failure mechanisms of the composites were studied. Fiber bridging hinders the sintering densification, causing more defects in fiber-dense area and lower strength. However, higher sintering temperature (1800-2000 • C) can improve mechanical properties significantly, including bending strength, vickers hardness, and elastic module, because further sintering densification enhances matrix strength and fiber/matrix bonding strength, while the change of fracture toughness is not obvious (2.24-2.38 MPa⋅m 1/2 ) due to counteraction of higher debonding resistance and less pull-out length. However, fiber coating improves fracture toughness greatly via protecting carbon fibers from chemical corrosion and damage of thermal stress and external stress. Due to lower coefficient of thermal expansion, lower fiber loading ratio, less stress concentration at the fiber/matrix interface, and better defect healing effect, lower sintering temperature favors thermal shock resistance of composites, and thermal shock recession mechanisms are the damage of interface.