Development of an efficient and economic NO oxidation technology is the key step for the simultaneous removal of NOx and SO2 in coal‐fired power plants. In this work, a novel advanced oxidation process of NO was proposed, which directly delivered highly oxidative hydroxyl radicals (·OH) generated from the thermal activation of H2O2 vapour into flue gas flow. The experiments were demonstrated in a lab‐scale device, measuring the oxidation of NO as the indicator of radical formation and delivery. The influence of various operational parameters on NO oxidation was evaluated. Increasing the H2O2 dosage, the temperature of the hot‐nitrogen, the flow rate of the hot‐nitrogen, and the total gas residence time greatly enhances the NO oxidation. The NO oxidation was inhibited obviously with the increasing of the H2O2 pH and the NO initial concentration. Increasing the H2O2 pH and the NO initial concentration obviously reduced the NO oxidation. The results indicated that the thermal activation of H2O2 is feasible to oxidize NO and that the H2O2 homogeneous thermal decomposition reaction is essential, therefore, the temperature and the flow rate of the hot‐nitrogen can significantly affect the conversion efficiency. Finally, a potential application was proposed, where NO oxidation by gas‐phase H2O2 can be coupled with the general SCR system to meet stringent regulatory requirements and with a low operating cost.